+128.7%
IVZ vs CRL
+72.9%
+55.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -6.8% |
| 7D | -6.7% | -16.8% | +10.1% | -1.6% |
| 30D | -10.9% | +2.6% | -13.5% | -11.9% |
| 3M | -14.8% | +20.1% | -34.9% | -20.1% |
| 6M | +2.4% | +68.8% | -66.4% | -15.0% |
| YTD | +5.4% | +56.9% | -51.5% | -10.9% |
| 1Y | +19.6% | +86.7% | -67.1% | -4.8% |
| All | +128.7% | +72.9% | +55.8% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling