+309.6%
IVV vs CRL
+400.8%
-91.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +1.1% |
| 7D | +0.1% | +4.4% | -4.3% | -1.3% |
| 30D | -3.3% | +17.1% | -20.4% | -7.7% |
| 3M | -2.4% | +32.1% | -34.5% | -10.1% |
| 6M | +2.6% | +98.9% | -96.3% | -16.4% |
| YTD | +11.3% | +77.1% | -65.8% | -7.4% |
| 1Y | +13.4% | +110.3% | -96.8% | -10.4% |
| 3Y | +80.3% | +108.5% | -28.2% | +32.9% |
| 5Y | +72.7% | -7.9% | +80.6% | +65.6% |
| 10Y | +309.6% | +368.9% | -59.3% | +114.8% |
| All | +309.6% | +400.8% | -91.2% | +114.8% |
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