+562.3%
CEG vs IVZ
+45.9%
+516.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +1.7% | +2.2% | -0.5% | +0.7% |
| 30D | -10.2% | -2.2% | -8.0% | -9.6% |
| 3M | -0.8% | -8.4% | +7.6% | +2.3% |
| 6M | -11.5% | +6.2% | -17.7% | -14.2% |
| YTD | -23.9% | +12.4% | -36.3% | -28.4% |
| 1Y | -25.4% | +26.0% | -51.4% | -33.1% |
| 3Y | +124.2% | +147.9% | -23.7% | +48.8% |
| All | +562.3% | +45.9% | +516.4% | +393.2% |
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