-5.6%
CAG vs IVZ
+30.5%
-36.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.2% | +1.8% | +6.3% |
| 7D | +9.7% | +2.6% | +7.0% | +9.9% |
| 30D | +15.8% | -3.5% | +19.2% | +15.4% |
| 3M | +1.8% | -7.4% | +9.2% | +1.2% |
| 6M | +11.5% | +14.7% | -3.2% | +12.4% |
| YTD | -6.7% | +14.6% | -21.3% | -7.0% |
| 1Y | -5.6% | +30.7% | -36.3% | -8.8% |
| All | -5.6% | +30.5% | -36.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling