-42.6%
CAG vs IVZ
+57.9%
-100.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.7% |
| 7D | -5.9% | -2.4% | -3.5% | -5.7% |
| 30D | -1.5% | +2.5% | -4.0% | -1.7% |
| 3M | +11.5% | +17.1% | -5.6% | +10.2% |
| 6M | -15.7% | +35.1% | -50.8% | -17.7% |
| YTD | -10.2% | +24.3% | -34.5% | -11.9% |
| 1Y | -18.1% | +48.7% | -66.7% | -21.0% |
| 3Y | -39.4% | +135.6% | -175.0% | -45.1% |
| 5Y | -42.6% | +60.3% | -102.9% | -46.2% |
| All | -42.6% | +57.9% | -100.5% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling