+1,110.1%
CCI vs IVZ
+247.6%
+862.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.5% |
| 7D | +2.5% | +7.6% | -5.1% | -0.1% |
| 30D | +14.4% | +4.3% | +10.1% | +12.3% |
| 3M | +21.7% | -9.3% | +31.0% | +25.0% |
| 6M | +4.0% | +5.2% | -1.2% | +0.7% |
| YTD | +6.2% | +13.4% | -7.2% | -0.7% |
| 1Y | +5.4% | +25.4% | -20.0% | -5.0% |
| 3Y | +11.7% | +152.5% | -140.8% | -25.3% |
| 5Y | -35.6% | +36.7% | -72.3% | -48.1% |
| 10Y | +68.7% | +45.0% | +23.7% | +14.4% |
| All | +1,110.1% | +247.6% | +862.5% | +586.3% |
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 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