-37.7%
CAG vs IVZ
+65.9%
-103.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -5.7% | -2.4% | -3.3% | -5.5% |
| 30D | -2.4% | +3.0% | -5.4% | -2.7% |
| 3M | +9.8% | +14.9% | -5.1% | +8.1% |
| 6M | -10.8% | +36.7% | -47.6% | -13.9% |
| YTD | -10.8% | +25.7% | -36.5% | -13.4% |
| 1Y | -19.0% | +47.7% | -66.7% | -22.8% |
| 3Y | -39.7% | +138.8% | -178.5% | -46.4% |
| 5Y | -43.0% | +62.1% | -105.1% | -47.8% |
| All | -37.7% | +65.9% | -103.6% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling