+3,043.1%
CRH vs IVZ
+1,088.7%
+1,954.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -6.1% | -2.4% | -3.7% | -5.2% |
| 30D | -9.3% | +3.0% | -12.3% | -10.2% |
| 3M | -15.2% | +14.9% | -30.1% | -19.5% |
| 6M | -14.2% | +36.7% | -50.9% | -23.3% |
| YTD | -28.3% | +25.7% | -53.9% | -34.1% |
| 1Y | -21.8% | +47.7% | -69.5% | -32.3% |
| 3Y | +71.6% | +138.8% | -67.2% | +23.3% |
| 5Y | +96.6% | +62.1% | +34.5% | +58.0% |
| 10Y | +253.8% | +64.3% | +189.5% | +160.5% |
| All | +3,043.1% | +1,088.7% | +1,954.4% | +1,409.0% |
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