+471.5%
CF vs IVZ
+43.7%
+427.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.6% |
| 7D | +4.8% | +7.6% | -2.8% | +2.4% |
| 30D | +4.7% | +4.3% | +0.4% | +2.7% |
| 3M | +7.4% | -9.3% | +16.8% | +9.6% |
| 6M | +0.6% | +5.2% | -4.7% | -3.1% |
| YTD | +64.1% | +13.4% | +50.7% | +51.8% |
| 1Y | +51.4% | +25.4% | +26.0% | +35.0% |
| 3Y | +67.8% | +152.5% | -84.7% | +10.1% |
| 5Y | +114.1% | +36.7% | +77.4% | +70.9% |
| All | +471.5% | +43.7% | +427.8% | +289.2% |
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