+6,475.5%
CB vs IVZ
+897.2%
+5,578.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.2% | -2.4% | +2.7% | +0.9% |
| 30D | +9.1% | -11.2% | +20.3% | +12.8% |
| 3M | +3.4% | -14.0% | +17.4% | +7.8% |
| 6M | +14.1% | +0.5% | +13.6% | +12.2% |
| YTD | +18.0% | +5.4% | +12.6% | +13.3% |
| 1Y | +30.1% | +19.5% | +10.7% | +19.8% |
| 3Y | +71.8% | +128.7% | -56.9% | +22.6% |
| 5Y | +101.8% | +28.8% | +73.1% | +67.2% |
| 10Y | +252.1% | +52.3% | +199.8% | +150.8% |
| All | +6,475.5% | +897.2% | +5,578.3% | +2,265.1% |
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