+629.5%
IVV vs CAPR
-99.1%
+728.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.6% | -0.8% | -4.4% |
| 7D | -4.8% | +29.7% | -34.5% | -5.0% |
| 30D | -5.9% | +11.0% | -16.9% | -6.0% |
| 3M | -4.5% | +118.8% | -123.4% | -5.4% |
| 6M | +1.8% | -73.9% | +75.7% | +2.4% |
| YTD | +8.4% | -70.2% | +78.6% | +8.7% |
| 1Y | +9.4% | +38.3% | -28.9% | +5.9% |
| 3Y | +75.3% | +199.7% | -124.4% | +66.1% |
| 5Y | +67.8% | +130.6% | -62.8% | +58.4% |
| 10Y | +314.2% | -68.5% | +382.7% | +281.1% |
| All | +629.5% | -99.1% | +728.6% | +558.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling