+287.5%
CAH vs IVZ
+65.9%
+221.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -5.1% | -2.4% | -2.7% | -4.6% |
| 30D | +0.2% | +3.0% | -2.9% | -0.6% |
| 3M | +6.3% | +14.9% | -8.6% | +2.3% |
| 6M | +9.4% | +36.7% | -27.4% | +0.5% |
| YTD | +15.0% | +25.7% | -10.7% | +7.1% |
| 1Y | +55.4% | +47.7% | +7.7% | +38.3% |
| 3Y | +173.8% | +138.8% | +35.0% | +104.7% |
| 5Y | +395.2% | +62.1% | +333.1% | +302.7% |
| All | +287.5% | +65.9% | +221.6% | +187.0% |
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