+5,648.9%
CRM vs IVZ
+399.9%
+5,249.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -8.1% | -2.4% | -5.7% | -7.2% |
| 30D | +23.1% | +2.5% | +20.6% | +21.8% |
| 3M | +42.5% | +17.1% | +25.5% | +32.4% |
| 6M | +25.3% | +35.1% | -9.8% | +8.5% |
| YTD | -7.8% | +24.3% | -32.1% | -17.7% |
| 1Y | +1.0% | +48.7% | -47.6% | -16.6% |
| 3Y | +10.0% | +135.6% | -125.6% | -27.9% |
| 5Y | -3.9% | +60.3% | -64.2% | -27.8% |
| 10Y | +233.2% | +62.5% | +170.6% | +114.5% |
| All | +5,648.9% | +399.9% | +5,249.0% | +1,346.3% |
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