+470.7%
CF vs IVZ
+40.3%
+430.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +5.4% | +5.1% | +0.2% | +3.7% |
| 30D | +6.5% | -1.6% | +8.1% | +6.3% |
| 3M | +4.6% | -9.1% | +13.8% | +6.6% |
| 6M | -3.3% | +1.8% | -5.1% | -5.9% |
| YTD | +63.9% | +10.8% | +53.0% | +52.7% |
| 1Y | +50.4% | +19.1% | +31.3% | +36.4% |
| 3Y | +68.2% | +144.4% | -76.2% | +11.6% |
| 5Y | +113.8% | +33.6% | +80.3% | +71.9% |
| All | +470.7% | +40.3% | +430.3% | +291.3% |
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