+245.5%
IVV vs CARR
+394.0%
-148.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +3.5% | -0.9% | +1.7% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | -2.8% | -14.1% | +11.3% | +0.8% |
| 6M | +2.2% | -16.7% | +18.9% | +6.2% |
| YTD | +11.5% | +4.2% | +7.3% | +8.8% |
| 1Y | +13.5% | -0.2% | +13.7% | +11.8% |
| 3Y | +78.1% | +10.9% | +67.2% | +68.3% |
| 5Y | +73.1% | +3.9% | +69.2% | +60.1% |
| All | +245.5% | +394.0% | -148.5% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling