+50.5%
IVZ vs CRL
+400.8%
-350.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +4.8% |
| 7D | +4.1% | +4.4% | -0.3% | +1.9% |
| 30D | -2.0% | +17.1% | -19.1% | -9.0% |
| 3M | -7.8% | +32.1% | -39.9% | -19.2% |
| 6M | +6.3% | +98.9% | -92.6% | -23.7% |
| YTD | +12.6% | +77.1% | -64.6% | -15.8% |
| 1Y | +27.6% | +110.3% | -82.6% | -11.8% |
| 3Y | +154.0% | +108.5% | +45.5% | +61.2% |
| 5Y | +37.3% | -7.9% | +45.2% | +27.4% |
| 10Y | +50.5% | +368.9% | -318.4% | -41.6% |
| All | +50.5% | +400.8% | -350.3% | -41.6% |
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