+315.2%
IVV vs CRL
+255.5%
+59.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.1% | +10.7% | -10.6% | -2.7% |
| 3M | +2.0% | +55.3% | -53.3% | -10.2% |
| 6M | +13.0% | +60.7% | -47.6% | -2.4% |
| YTD | +13.6% | +44.6% | -31.0% | +0.5% |
| 1Y | +20.1% | +77.7% | -57.7% | -0.8% |
| 3Y | +77.6% | +37.6% | +40.0% | +49.6% |
| 5Y | +82.5% | -35.8% | +118.3% | +96.6% |
| All | +315.2% | +255.5% | +59.7% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling