+216.8%
CB vs IVZ
+61.1%
+155.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | -3.9% | +3.1% | -7.0% | -4.8% |
| 3M | +4.9% | +18.2% | -13.3% | -0.5% |
| 6M | +3.3% | +38.6% | -35.4% | -6.9% |
| YTD | +8.5% | +25.9% | -17.4% | 0.0% |
| 1Y | +22.1% | +51.7% | -29.6% | +6.1% |
| 3Y | +70.1% | +138.7% | -68.5% | +23.0% |
| 5Y | +97.4% | +62.8% | +34.6% | +56.3% |
| 10Y | +216.8% | +60.9% | +155.9% | +114.0% |
| All | +216.8% | +61.1% | +155.8% | +114.0% |
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