+755.3%
IVV vs CRS
+4,412.8%
-3,657.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | -3.7% | -22.9% | +19.2% | +1.7% |
| 3M | -2.7% | -46.8% | +44.1% | +12.1% |
| 6M | +2.2% | -30.4% | +32.7% | +9.7% |
| YTD | +10.9% | -5.4% | +16.3% | +9.1% |
| 1Y | +11.3% | -9.0% | +20.3% | +10.4% |
| 3Y | +76.9% | +352.2% | -275.3% | +12.0% |
| 5Y | +73.5% | +852.2% | -778.8% | -13.1% |
| 10Y | +307.4% | +862.6% | -555.2% | +77.6% |
| All | +755.3% | +4,412.8% | -3,657.4% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling