+313.4%
IVV vs CRL
+358.0%
-44.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -0.9% | +5.0% | -5.9% | -2.3% |
| 30D | -2.3% | +13.5% | -15.9% | -6.1% |
| 3M | -1.2% | +21.5% | -22.7% | -6.9% |
| 6M | +3.3% | +103.4% | -100.1% | -16.3% |
| YTD | +12.3% | +71.8% | -59.5% | -5.8% |
| 1Y | +12.5% | +97.5% | -85.0% | -9.5% |
| 3Y | +79.2% | +99.2% | -20.1% | +33.8% |
| 5Y | +75.6% | -12.1% | +87.8% | +70.9% |
| 10Y | +313.4% | +359.2% | -45.8% | +118.6% |
| All | +313.4% | +358.0% | -44.6% | +118.6% |
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