+481.0%
CF vs IVZ
+48.7%
+432.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +4.8% | +2.2% | +2.6% | +3.6% |
| 30D | +9.7% | -2.2% | +11.9% | +9.6% |
| 3M | +1.2% | -8.4% | +9.7% | +2.9% |
| 6M | +7.4% | +6.2% | +1.2% | +3.2% |
| YTD | +60.5% | +12.4% | +48.1% | +48.9% |
| 1Y | +50.7% | +26.0% | +24.7% | +34.1% |
| 3Y | +64.8% | +147.9% | -83.1% | +8.8% |
| 5Y | +115.8% | +38.8% | +77.0% | +70.8% |
| 10Y | +481.0% | +44.6% | +436.5% | +293.1% |
| All | +481.0% | +48.7% | +432.3% | +293.1% |
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