+612.8%
CRS vs IVZ
+132.2%
+480.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.1% | -2.4% | -1.7% | -2.9% |
| 30D | -16.6% | +2.5% | -19.1% | -17.6% |
| 3M | -14.3% | +17.1% | -31.3% | -21.2% |
| 6M | +11.6% | +35.1% | -23.6% | -4.9% |
| YTD | +42.6% | +24.3% | +18.3% | +25.1% |
| 1Y | +81.8% | +48.7% | +33.2% | +43.7% |
| All | +612.8% | +132.2% | +480.7% | +294.4% |
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