+75.8%
IVV vs CRH
+68.8%
+7.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -2.0% | -4.8% | +2.8% | -0.6% |
| 30D | -1.6% | -13.1% | +11.5% | +2.4% |
| 3M | +4.8% | -12.0% | +16.7% | +8.3% |
| 6M | +12.6% | -16.9% | +29.5% | +17.9% |
| YTD | +11.8% | -29.0% | +40.7% | +22.6% |
| 1Y | +17.6% | -20.3% | +37.9% | +23.6% |
| All | +75.8% | +68.8% | +7.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 3y: compounded portfolio wealth divided by compounded CRH 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…
3y analysis · Full analysis span regression · 6 months rolling