+122.8%
CRWV vs IVV
+36.1%
+86.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -4.5% |
| 7D | +5.4% | -2.0% | +7.4% | +11.1% |
| 30D | -1.3% | -1.6% | +0.3% | +3.3% |
| 3M | -6.8% | +4.8% | -11.5% | -15.8% |
| 6M | +19.0% | +12.6% | +6.4% | -9.3% |
| YTD | +24.5% | +11.8% | +12.7% | -1.9% |
| 1Y | -23.9% | +17.6% | -41.5% | -45.5% |
| All | +122.8% | +36.1% | +86.7% | +16.2% |
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