+5,331.8%
CF vs IVZ
+315.2%
+5,016.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -3.2% | -2.4% | -0.7% | -2.7% |
| 30D | +4.3% | -11.2% | +15.5% | +8.4% |
| 3M | +2.8% | -14.0% | +16.8% | +7.7% |
| 6M | +0.6% | +0.5% | +0.2% | -2.3% |
| YTD | +56.6% | +5.4% | +51.2% | +45.9% |
| 1Y | +49.6% | +19.5% | +30.2% | +31.9% |
| 3Y | +61.5% | +128.7% | -67.2% | +1.6% |
| 5Y | +124.0% | +28.8% | +95.2% | +70.6% |
| 10Y | +573.2% | +52.3% | +520.9% | +323.8% |
| All | +5,331.8% | +315.2% | +5,016.7% | +1,645.4% |
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