+362.4%
CFG vs IVZ
+37.2%
+325.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.5% | +0.6% | +0.9% | +1.1% |
| 30D | -3.8% | +4.0% | -7.8% | -6.4% |
| 3M | +11.5% | +18.2% | -6.7% | -1.0% |
| 6M | +19.2% | +32.8% | -13.6% | -2.8% |
| YTD | +23.7% | +28.7% | -5.0% | +2.3% |
| 1Y | +38.8% | +55.4% | -16.5% | +1.1% |
| 3Y | +178.9% | +135.2% | +43.7% | +48.7% |
| 5Y | +101.8% | +64.2% | +37.6% | +31.4% |
| 10Y | +317.3% | +64.6% | +252.7% | +140.8% |
| All | +362.4% | +37.2% | +325.2% | +185.5% |
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