+487.0%
CF vs IVZ
+55.7%
+431.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.8% | -2.1% |
| 7D | -0.9% | +4.1% | -5.0% | -2.5% |
| 30D | +6.9% | -2.0% | +9.0% | +6.8% |
| 3M | +4.8% | -7.8% | +12.7% | +6.4% |
| 6M | +4.7% | +6.3% | -1.6% | +0.5% |
| YTD | +56.5% | +12.6% | +43.9% | +45.1% |
| 1Y | +48.4% | +27.6% | +20.8% | +31.4% |
| 3Y | +59.1% | +154.0% | -94.9% | +4.0% |
| 5Y | +109.5% | +37.3% | +72.2% | +66.6% |
| 10Y | +487.0% | +50.5% | +436.4% | +280.9% |
| All | +487.0% | +55.7% | +431.3% | +280.9% |
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