+73.0%
CF vs IVZ
+136.1%
-63.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +6.0% | +0.6% | +5.4% | +6.0% |
| 30D | +14.8% | +4.0% | +10.8% | +14.6% |
| 3M | +14.1% | +18.2% | -4.1% | +12.7% |
| 6M | +28.5% | +32.8% | -4.3% | +25.7% |
| YTD | +74.9% | +28.7% | +46.2% | +71.5% |
| 1Y | +61.7% | +55.4% | +6.3% | +53.1% |
| All | +73.0% | +136.1% | -63.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling