-14.1%
CG vs IVZ
+30.5%
-44.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +1.5% |
| 7D | +9.4% | +2.6% | +6.8% | +7.3% |
| 30D | +8.7% | -3.5% | +12.2% | +11.3% |
| 3M | -15.0% | -7.4% | -7.6% | -10.3% |
| 6M | -13.2% | +14.7% | -27.9% | -22.5% |
| YTD | -26.2% | +14.6% | -40.8% | -33.7% |
| 1Y | -14.1% | +30.7% | -44.8% | -29.4% |
| All | -14.1% | +30.5% | -44.6% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling