+82.7%
CRS vs IVZ
+49.7%
+33.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -6.8% | -2.4% | -4.4% | -5.9% |
| 30D | -16.1% | +3.0% | -19.2% | -17.0% |
| 3M | -21.2% | +14.9% | -36.0% | -25.1% |
| 6M | +8.7% | +36.7% | -28.1% | -3.8% |
| YTD | +41.0% | +25.7% | +15.3% | +24.6% |
| 1Y | +82.7% | +47.7% | +35.0% | +50.6% |
| All | +82.7% | +49.7% | +33.0% | +50.6% |
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