+12.1%
IVV vs CARR
-3.4%
+15.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.3% | +2.2% | +1.2% | +2.9% |
| 30D | -2.7% | -0.8% | -1.9% | -2.5% |
| 3M | -1.7% | -13.4% | +11.7% | +0.6% |
| 6M | +3.2% | -16.4% | +19.6% | +5.8% |
| YTD | +12.0% | +4.5% | +7.5% | +8.2% |
| 1Y | +12.1% | -1.4% | +13.5% | +9.9% |
| All | +12.1% | -3.4% | +15.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling