+246.3%
IVV vs CARR
+414.1%
-167.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -2.0% | -4.1% | +2.1% | -1.0% |
| 30D | -1.6% | -11.0% | +9.3% | +1.1% |
| 3M | +4.8% | -16.4% | +21.1% | +9.0% |
| 6M | +12.6% | -2.4% | +14.9% | +12.0% |
| YTD | +11.8% | +8.4% | +3.4% | +8.0% |
| 1Y | +17.6% | -8.0% | +25.5% | +18.2% |
| 3Y | +77.0% | +0.6% | +76.4% | +71.1% |
| 5Y | +82.6% | +7.7% | +74.8% | +67.3% |
| All | +246.3% | +414.1% | -167.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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