+309.6%
IVV vs CAPR
-64.9%
+374.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.4% | -7.1% | +2.2% |
| 7D | +0.1% | +36.0% | -36.0% | -0.3% |
| 30D | -3.3% | +25.8% | -29.1% | -3.6% |
| 3M | -2.4% | +140.8% | -143.2% | -3.7% |
| 6M | +2.6% | -67.6% | +70.2% | +3.0% |
| YTD | +11.3% | -65.9% | +77.2% | +11.6% |
| 1Y | +13.4% | +66.1% | -52.7% | +8.4% |
| 3Y | +80.3% | +256.9% | -176.6% | +65.9% |
| 5Y | +72.7% | +172.1% | -99.4% | +58.0% |
| 10Y | +309.6% | -64.7% | +374.3% | +257.4% |
| All | +309.6% | -64.9% | +374.6% | +257.4% |
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