+82.3%
IVV vs CARR
+9.5%
+72.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -1.4% | -8.7% | +7.3% | +1.5% |
| 3M | +3.7% | -18.4% | +22.1% | +10.1% |
| 6M | +13.0% | -0.6% | +13.6% | +11.3% |
| YTD | +12.4% | +10.9% | +1.5% | +6.0% |
| 1Y | +18.6% | -7.3% | +25.9% | +18.9% |
| 3Y | +78.1% | +2.9% | +75.2% | +65.4% |
| 5Y | +82.3% | +9.6% | +72.6% | +53.6% |
| All | +82.3% | +9.5% | +72.8% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling