+36.1%
IVZ vs CRL
-12.2%
+48.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.8% | +5.0% | -7.8% | -4.4% |
| 30D | -2.2% | +13.5% | -15.7% | -7.0% |
| 3M | -8.1% | +21.5% | -29.6% | -15.1% |
| 6M | +3.8% | +103.4% | -99.6% | -22.2% |
| YTD | +11.5% | +71.8% | -60.3% | -11.6% |
| 1Y | +23.7% | +97.5% | -73.8% | -7.2% |
| 3Y | +145.8% | +99.2% | +46.5% | +70.3% |
| 5Y | +36.1% | -12.1% | +48.3% | +25.0% |
| All | +36.1% | -12.2% | +48.3% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling