+112.0%
CF vs IVZ
+27.3%
+84.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -2.4% | -0.7% | -3.1% |
| 30D | +4.3% | -11.2% | +15.5% | +5.3% |
| 3M | +2.8% | -14.0% | +16.8% | +4.0% |
| 6M | +0.6% | +0.5% | +0.2% | -0.5% |
| YTD | +56.6% | +5.4% | +51.2% | +53.3% |
| 1Y | +49.6% | +19.5% | +30.2% | +42.9% |
| 3Y | +61.5% | +128.7% | -67.2% | +33.2% |
| All | +112.0% | +27.3% | +84.7% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling