-50.3%
CCI vs IVZ
+61.5%
-111.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -0.3% | +1.2% | -1.4% | -0.5% |
| 30D | +2.1% | +1.8% | +0.4% | +1.7% |
| 3M | -17.8% | +15.7% | -33.6% | -20.7% |
| 6M | -14.2% | +36.3% | -50.5% | -20.3% |
| YTD | -13.3% | +24.9% | -38.3% | -18.2% |
| 1Y | -16.6% | +48.9% | -65.6% | -24.6% |
| 3Y | -10.8% | +136.8% | -147.6% | -31.6% |
| 5Y | -50.3% | +60.0% | -110.3% | -60.3% |
| All | -50.3% | +61.5% | -111.8% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling