+19.5%
IVZ vs CRL
+101.2%
-81.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -1.8% |
| 7D | -2.4% | -6.1% | +3.6% | -1.3% |
| 30D | -11.2% | +12.4% | -23.6% | -13.9% |
| 3M | -14.0% | +27.1% | -41.1% | -19.4% |
| 6M | +0.5% | +85.7% | -85.3% | -16.3% |
| YTD | +5.4% | +69.2% | -63.8% | -7.7% |
| 1Y | +19.5% | +97.5% | -78.1% | -1.2% |
| All | +19.5% | +101.2% | -81.8% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling