+10.2%
CRM vs IVV
+77.0%
-66.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | +23.6% | -1.4% | +25.0% | +25.6% |
| 3M | +39.6% | +3.7% | +35.9% | +34.2% |
| 6M | +23.4% | +13.0% | +10.4% | +7.5% |
| YTD | -7.4% | +12.4% | -19.8% | -18.8% |
| 1Y | -2.3% | +18.6% | -20.9% | -19.7% |
| All | +10.2% | +77.0% | -66.7% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling