+61.7%
CF vs IVZ
+56.4%
+5.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.0% |
| 7D | +6.0% | +0.6% | +5.4% | +6.2% |
| 30D | +14.8% | +4.0% | +10.8% | +15.9% |
| 3M | +14.1% | +18.2% | -4.1% | +18.6% |
| 6M | +28.5% | +32.8% | -4.3% | +40.1% |
| YTD | +74.9% | +28.7% | +46.2% | +89.3% |
| 1Y | +61.7% | +55.4% | +6.3% | +73.5% |
| All | +61.7% | +56.4% | +5.2% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling