+716.5%
IVV vs CRL
+1,630.9%
-914.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.5% | -1.6% |
| 7D | -2.7% | -6.1% | +3.4% | -1.4% |
| 30D | -5.4% | +12.4% | -17.8% | -8.5% |
| 3M | -4.1% | +27.1% | -31.2% | -10.2% |
| 6M | +0.7% | +85.7% | -85.0% | -15.0% |
| YTD | +8.7% | +69.2% | -60.5% | -7.0% |
| 1Y | +11.0% | +97.5% | -86.5% | -8.9% |
| 3Y | +75.4% | +86.1% | -10.7% | +38.6% |
| 5Y | +68.3% | -10.0% | +78.4% | +56.6% |
| 10Y | +315.5% | +395.0% | -79.4% | +144.1% |
| All | +716.5% | +1,630.9% | -914.4% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling