+71.6%
CRH vs IVZ
+134.7%
-63.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -6.1% | -2.4% | -3.7% | -5.1% |
| 30D | -9.3% | +3.0% | -12.3% | -10.4% |
| 3M | -15.2% | +14.9% | -30.1% | -20.5% |
| 6M | -14.2% | +36.7% | -50.9% | -25.5% |
| YTD | -28.3% | +25.7% | -53.9% | -35.7% |
| 1Y | -21.8% | +47.7% | -69.5% | -35.0% |
| 3Y | +71.6% | +138.8% | -67.2% | +15.5% |
| All | +71.6% | +134.7% | -63.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling