+639.5%
CEG vs IVZ
+67.1%
+572.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.5% |
| 7D | +8.0% | +0.6% | +7.4% | +7.7% |
| 30D | +12.9% | +4.0% | +8.9% | +11.1% |
| 3M | +13.2% | +18.2% | -5.0% | +5.6% |
| 6M | -7.0% | +32.8% | -39.8% | -17.4% |
| YTD | -15.0% | +28.7% | -43.7% | -24.0% |
| 1Y | -2.7% | +55.4% | -58.1% | -19.4% |
| 3Y | +184.1% | +135.2% | +48.9% | +92.1% |
| All | +639.5% | +67.1% | +572.4% | +423.7% |
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