+111.2%
CEG vs IVZ
+130.4%
-19.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -4.7% | -2.4% | -2.3% | -4.1% |
| 30D | -16.6% | -11.2% | -5.4% | -12.9% |
| 3M | -4.1% | -14.0% | +9.9% | +1.2% |
| 6M | -22.3% | +0.5% | -22.8% | -23.2% |
| YTD | -28.9% | +5.4% | -34.4% | -31.6% |
| 1Y | -28.5% | +19.5% | -47.9% | -34.9% |
| All | +111.2% | +130.4% | -19.1% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling