+421.5%
CARR vs IVZ
+349.9%
+71.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.1% |
| 7D | -3.8% | -2.4% | -1.4% | -2.9% |
| 30D | -8.9% | +3.0% | -11.9% | -9.9% |
| 3M | -17.3% | +14.9% | -32.2% | -21.6% |
| 6M | -1.4% | +36.7% | -38.1% | -12.3% |
| YTD | +10.0% | +25.7% | -15.7% | +0.3% |
| 1Y | -6.4% | +47.7% | -54.0% | -19.6% |
| 3Y | +1.5% | +138.8% | -137.3% | -28.4% |
| 5Y | +9.3% | +62.1% | -52.8% | -15.6% |
| All | +421.5% | +349.9% | +71.6% | +205.9% |
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