+38.2%
IVZ vs CRL
+354.1%
-315.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | +5.1% | +8.9% | -3.7% | +1.3% |
| 30D | -1.6% | +14.0% | -15.5% | -7.5% |
| 3M | -9.1% | +19.8% | -29.0% | -16.9% |
| 6M | +1.8% | +102.0% | -100.3% | -27.4% |
| YTD | +10.8% | +70.8% | -60.0% | -15.8% |
| 1Y | +19.1% | +98.7% | -79.6% | -15.7% |
| 3Y | +144.4% | +98.2% | +46.3% | +58.6% |
| 5Y | +33.6% | -11.7% | +45.2% | +26.3% |
| All | +38.2% | +354.1% | -315.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling