+5,294.5%
CF vs IVZ
+315.2%
+4,979.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -8.0% | +14.2% | +9.3% |
| 7D | +0.4% | -6.7% | +7.1% | +2.5% |
| 30D | +2.2% | -10.9% | +13.1% | +6.0% |
| 3M | +2.1% | -14.8% | +17.0% | +7.4% |
| 6M | -6.5% | +2.4% | -8.9% | -10.0% |
| YTD | +55.6% | +5.4% | +50.1% | +44.9% |
| 1Y | +42.3% | +19.6% | +22.7% | +25.4% |
| 3Y | +55.7% | +122.4% | -66.7% | -0.8% |
| 5Y | +122.4% | +28.8% | +93.7% | +69.4% |
| 10Y | +568.5% | +52.3% | +516.2% | +320.9% |
| All | +5,294.5% | +315.2% | +4,979.4% | +1,633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling