+151.2%
IVZ vs CRL
+1,379.5%
-1,228.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +0.6% | -1.0% | +1.7% | +1.0% |
| 30D | +4.0% | +10.7% | -6.7% | -0.6% |
| 3M | +18.2% | +55.3% | -37.1% | -3.4% |
| 6M | +32.8% | +60.7% | -27.8% | +5.6% |
| YTD | +28.7% | +44.6% | -15.9% | +6.7% |
| 1Y | +55.4% | +77.7% | -22.4% | +16.6% |
| 3Y | +135.2% | +37.6% | +97.6% | +84.5% |
| 5Y | +64.2% | -35.8% | +100.0% | +73.0% |
| 10Y | +64.6% | +241.7% | -177.1% | -19.3% |
| All | +151.2% | +1,379.5% | -1,228.3% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling