+19.6%
CCI vs IVZ
+64.1%
-44.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | +0.3% | +2.5% | -2.2% | -0.2% |
| 3M | -20.0% | +17.1% | -37.0% | -22.9% |
| 6M | -14.5% | +35.1% | -49.7% | -20.3% |
| YTD | -14.9% | +24.3% | -39.2% | -19.4% |
| 1Y | -17.7% | +48.7% | -66.3% | -25.2% |
| 3Y | -12.4% | +135.6% | -148.0% | -30.3% |
| 5Y | -50.1% | +60.3% | -110.5% | -57.9% |
| All | +19.6% | +64.1% | -44.5% | -17.6% |
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