+2.4%
IVZ vs CRL
+79.2%
-76.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -7.8% |
| 7D | -6.7% | -16.8% | +10.1% | -6.1% |
| 30D | -10.9% | +2.6% | -13.5% | -10.7% |
| 3M | -14.8% | +20.1% | -34.9% | -14.3% |
| 6M | +2.4% | +68.8% | -66.4% | +5.2% |
| All | +2.4% | +79.2% | -76.8% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling