+767.3%
IVV vs CRH
+1,033.1%
-265.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.4% | -3.6% | +3.2% | +0.6% |
| 30D | -1.4% | -10.8% | +9.5% | +1.8% |
| 3M | +3.7% | -13.5% | +17.2% | +7.6% |
| 6M | +13.0% | -15.4% | +28.5% | +17.7% |
| YTD | +12.4% | -27.6% | +40.1% | +22.0% |
| 1Y | +18.6% | -18.4% | +37.0% | +24.1% |
| 3Y | +78.1% | +72.5% | +5.6% | +48.2% |
| 5Y | +82.3% | +99.2% | -16.9% | +43.7% |
| 10Y | +322.1% | +257.0% | +65.1% | +176.1% |
| All | +767.3% | +1,033.1% | -265.8% | +323.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling