+27.4%
IVZ vs CRL
-10.4%
+37.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.8% | -7.8% | -2.7% |
| 7D | -2.4% | -6.1% | +3.6% | -0.6% |
| 30D | -11.2% | +12.4% | -23.6% | -15.3% |
| 3M | -14.0% | +27.1% | -41.1% | -21.9% |
| 6M | +0.5% | +85.7% | -85.3% | -22.1% |
| YTD | +5.4% | +69.2% | -63.8% | -15.9% |
| 1Y | +19.5% | +97.5% | -78.1% | -10.4% |
| 3Y | +128.7% | +86.1% | +42.6% | +63.2% |
| All | +27.4% | -10.4% | +37.7% | +14.0% |
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