+82.2%
IVV vs CRS
+1,394.1%
-1,311.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | +0.5% | -3.1% | +3.6% | +1.1% |
| 30D | -1.0% | -19.6% | +18.6% | +3.1% |
| 3M | +3.9% | -8.1% | +11.9% | +5.0% |
| 6M | +14.5% | +18.6% | -4.1% | +9.7% |
| YTD | +12.9% | +45.9% | -33.0% | +3.4% |
| 1Y | +19.4% | +82.5% | -63.1% | +3.6% |
| 3Y | +78.8% | +648.9% | -570.1% | +11.8% |
| 5Y | +82.2% | +1,438.1% | -1,355.9% | -5.6% |
| All | +82.2% | +1,394.1% | -1,311.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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