+8.5%
CRCL vs IVZ
+130.6%
-122.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.5% |
| 7D | -12.5% | -2.4% | -10.1% | -10.9% |
| 30D | +26.9% | +2.5% | +24.4% | +25.3% |
| 3M | +14.4% | +17.1% | -2.6% | +3.1% |
| 6M | -23.5% | +35.1% | -58.7% | -36.7% |
| YTD | +13.9% | +24.3% | -10.4% | -0.4% |
| 1Y | -20.6% | +48.7% | -69.2% | -33.2% |
| All | +8.5% | +130.6% | -122.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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