+518.2%
CEG vs IVZ
+36.8%
+481.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 6M | -22.3% | +0.5% | -22.8% | -23.1% |
| YTD | -28.9% | +5.4% | -34.4% | -31.6% |
| 1Y | -28.5% | +19.5% | -47.9% | -34.6% |
| 3Y | +104.3% | +128.7% | -24.4% | +39.7% |
| All | +518.2% | +36.8% | +481.4% | +371.3% |
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