+197.4%
CAG vs IVZ
+1,090.9%
-893.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.2% |
| 7D | -5.3% | +1.1% | -6.4% | -5.4% |
| 30D | +1.0% | +3.1% | -2.1% | +0.6% |
| 3M | +17.4% | +18.2% | -0.8% | +14.9% |
| 6M | -16.8% | +38.6% | -55.4% | -20.2% |
| YTD | -6.8% | +25.9% | -32.7% | -9.8% |
| 1Y | -15.4% | +51.7% | -67.1% | -20.0% |
| 3Y | -37.1% | +138.7% | -175.7% | -44.4% |
| 5Y | -41.3% | +62.8% | -104.0% | -46.5% |
| 10Y | -35.5% | +60.9% | -96.4% | -43.8% |
| All | +197.4% | +1,090.9% | -893.5% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling