+3,215.2%
CAH vs IVZ
+1,090.9%
+2,124.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +1.7% | +3.1% | -1.4% | +1.1% |
| 3M | +17.9% | +18.2% | -0.3% | +13.4% |
| 6M | +10.9% | +38.6% | -27.7% | +2.9% |
| YTD | +17.9% | +25.9% | -8.0% | +11.0% |
| 1Y | +61.7% | +51.7% | +10.0% | +45.9% |
| 3Y | +183.7% | +138.7% | +45.1% | +125.6% |
| 5Y | +401.3% | +62.8% | +338.5% | +322.3% |
| 10Y | +293.7% | +60.9% | +232.7% | +211.4% |
| All | +3,215.2% | +1,090.9% | +2,124.3% | +1,662.3% |
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