+75.4%
IVV vs CTVA
+63.2%
+12.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -2.7% | +2.2% | -4.9% | -3.0% |
| 30D | -5.4% | -17.6% | +12.3% | -2.8% |
| 3M | -4.1% | +3.4% | -7.5% | -5.1% |
| 6M | +0.7% | -2.6% | +3.3% | +0.1% |
| YTD | +8.7% | +19.1% | -10.4% | +3.4% |
| 1Y | +11.0% | +26.8% | -15.8% | +4.1% |
| 3Y | +75.4% | +63.9% | +11.6% | +57.1% |
| All | +75.4% | +63.2% | +12.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling