+1,401.6%
CRS vs IVZ
+57.9%
+1,343.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -4.1% | -2.4% | -1.7% | -2.8% |
| 30D | -16.6% | +2.5% | -19.1% | -17.7% |
| 3M | -14.3% | +17.1% | -31.3% | -22.0% |
| 6M | +11.6% | +35.1% | -23.6% | -6.8% |
| YTD | +42.6% | +24.3% | +18.3% | +23.3% |
| 1Y | +81.8% | +48.7% | +33.2% | +40.3% |
| 3Y | +632.1% | +135.6% | +496.4% | +305.5% |
| 5Y | +1,401.6% | +60.3% | +1,341.3% | +913.3% |
| All | +1,401.6% | +57.9% | +1,343.7% | +913.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling