+4,598.2%
CRS vs IVZ
+1,090.9%
+3,507.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.5% |
| 7D | -3.1% | +1.1% | -4.2% | -3.5% |
| 30D | -19.6% | +3.1% | -22.7% | -20.7% |
| 3M | -8.1% | +18.2% | -26.3% | -15.4% |
| 6M | +18.6% | +38.6% | -20.1% | +1.1% |
| YTD | +45.9% | +25.9% | +20.0% | +29.0% |
| 1Y | +82.5% | +51.7% | +30.8% | +47.1% |
| 3Y | +648.9% | +138.7% | +510.2% | +376.4% |
| 5Y | +1,438.1% | +62.8% | +1,375.3% | +1,053.1% |
| 10Y | +1,327.0% | +60.9% | +1,266.1% | +932.9% |
| All | +4,598.2% | +1,090.9% | +3,507.3% | +1,716.8% |
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