+7.1%
CRM vs IVV
+20.9%
-13.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +34.3% | +0.1% | +34.3% | +34.3% |
| 3M | +37.7% | +2.0% | +35.7% | +37.4% |
| 6M | +34.9% | +13.0% | +21.9% | +27.2% |
| YTD | -1.6% | +13.6% | -15.2% | -7.3% |
| 1Y | +7.1% | +20.1% | -12.9% | -4.6% |
| All | +7.1% | +20.9% | -13.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 1y: compounded portfolio wealth divided by compounded IVV 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…
1y analysis · Full analysis span regression · 6 months rolling