+1.4%
CRM vs IVZ
+49.7%
-48.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | -4.4% | -2.4% | -2.1% | -4.1% |
| 30D | +28.1% | +3.0% | +25.1% | +27.8% |
| 3M | +48.8% | +14.9% | +34.0% | +46.2% |
| 6M | +28.3% | +36.7% | -8.5% | +20.0% |
| YTD | -6.0% | +25.7% | -31.7% | -9.0% |
| 1Y | +1.4% | +47.7% | -46.3% | -7.9% |
| All | +1.4% | +49.7% | -48.3% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling