+11.8%
CRM vs IVZ
+134.7%
-122.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | -4.4% | -2.4% | -2.1% | -3.7% |
| 30D | +28.1% | +3.0% | +25.1% | +27.1% |
| 3M | +48.8% | +14.9% | +34.0% | +42.0% |
| 6M | +28.3% | +36.7% | -8.5% | +14.4% |
| YTD | -6.0% | +25.7% | -31.7% | -13.8% |
| 1Y | +1.4% | +47.7% | -46.3% | -12.5% |
| 3Y | +11.8% | +138.8% | -127.0% | -23.2% |
| All | +11.8% | +134.7% | -122.9% | -23.2% |
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