+73.8%
IVV vs CRL
-13.0%
+86.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | +8.9% | -5.5% | +1.6% |
| 30D | -2.7% | +14.0% | -16.6% | -5.4% |
| 3M | -1.7% | +19.8% | -21.5% | -5.6% |
| 6M | +3.2% | +102.0% | -98.9% | -11.4% |
| YTD | +12.0% | +70.8% | -58.9% | -1.2% |
| 1Y | +12.1% | +98.7% | -86.6% | -4.4% |
| 3Y | +78.6% | +98.2% | -19.5% | +44.3% |
| 5Y | +73.8% | -11.7% | +85.5% | +73.1% |
| All | +73.8% | -13.0% | +86.8% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling