+49.0%
IVZ vs CRL
+386.8%
-337.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -3.3% |
| 7D | -2.4% | -6.1% | +3.6% | -0.3% |
| 30D | -11.2% | +12.4% | -23.6% | -16.2% |
| 3M | -14.0% | +27.1% | -41.1% | -23.4% |
| 6M | +0.5% | +85.7% | -85.3% | -25.8% |
| YTD | +5.4% | +69.2% | -63.8% | -19.7% |
| 1Y | +19.5% | +97.5% | -78.1% | -15.4% |
| 3Y | +128.7% | +86.1% | +42.6% | +52.8% |
| 5Y | +28.8% | -10.0% | +38.8% | +20.3% |
| All | +49.0% | +386.8% | -337.8% | -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