+154.0%
IVZ vs CRL
+99.4%
+54.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +5.4% |
| 7D | +4.1% | +4.4% | -0.3% | +2.6% |
| 30D | -2.0% | +17.1% | -19.1% | -7.0% |
| 3M | -7.8% | +32.1% | -39.9% | -16.0% |
| 6M | +6.3% | +98.9% | -92.6% | -16.2% |
| YTD | +12.6% | +77.1% | -64.6% | -8.3% |
| 1Y | +27.6% | +110.3% | -82.6% | -1.9% |
| 3Y | +154.0% | +108.5% | +45.5% | +68.8% |
| All | +154.0% | +99.4% | +54.6% | +68.8% |
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 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