+580.6%
CF vs IVZ
+65.9%
+514.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | +14.8% | +4.0% | +10.8% | +13.2% |
| 3M | +14.1% | +18.2% | -4.1% | +7.1% |
| 6M | +28.5% | +32.8% | -4.3% | +14.5% |
| YTD | +74.9% | +28.7% | +46.2% | +56.7% |
| 1Y | +61.7% | +55.4% | +6.3% | +34.9% |
| 3Y | +80.3% | +135.2% | -54.9% | +22.9% |
| 5Y | +226.0% | +64.2% | +161.8% | +143.5% |
| All | +580.6% | +65.9% | +514.7% | +338.9% |
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