+313.4%
IVV vs CAPR
-59.1%
+372.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +26.5% | -25.2% | +1.0% |
| 7D | -0.9% | +25.8% | -26.7% | -1.2% |
| 30D | -2.3% | +50.2% | -52.6% | -2.9% |
| 3M | -1.2% | +185.5% | -186.7% | -2.7% |
| 6M | +3.3% | -64.8% | +68.1% | +3.6% |
| YTD | +12.3% | -61.1% | +73.5% | +12.4% |
| 1Y | +12.5% | +81.0% | -68.4% | +7.4% |
| 3Y | +79.2% | +300.7% | -221.6% | +64.6% |
| 5Y | +75.6% | +223.3% | -147.7% | +60.2% |
| 10Y | +313.4% | -58.8% | +372.1% | +260.2% |
| All | +313.4% | -59.1% | +372.4% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling