+82.3%
IVV vs CTVA
+103.5%
-21.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -0.4% | -5.8% | +5.4% | +1.1% |
| 30D | -1.4% | +11.1% | -12.4% | -3.9% |
| 3M | +3.7% | +13.2% | -9.5% | -0.1% |
| 6M | +13.0% | +8.7% | +4.3% | +9.7% |
| YTD | +12.4% | +27.3% | -14.8% | +4.4% |
| 1Y | +18.6% | +18.0% | +0.6% | +12.1% |
| 3Y | +78.1% | +76.5% | +1.6% | +48.2% |
| 5Y | +82.3% | +105.1% | -22.8% | +42.7% |
| All | +82.3% | +103.5% | -21.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling