+6,032.9%
CRM vs IVV
+922.5%
+5,110.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | +1.3% | +0.1% | +1.1% | +1.1% |
| 30D | +34.3% | +0.1% | +34.3% | +34.5% |
| 3M | +37.7% | +2.0% | +35.7% | +33.6% |
| 6M | +34.9% | +13.0% | +21.9% | +14.1% |
| YTD | -1.6% | +13.6% | -15.2% | -17.3% |
| 1Y | +7.1% | +20.1% | -12.9% | -16.2% |
| 3Y | +19.0% | +77.6% | -58.6% | -43.4% |
| 5Y | -1.3% | +82.5% | -83.7% | -53.3% |
| 10Y | +251.2% | +316.5% | -65.4% | -42.6% |
| All | +6,032.9% | +922.5% | +5,110.4% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling