-25.6%
CG vs IVZ
+56.4%
-82.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | -4.3% | +0.6% | -5.0% | -4.8% |
| 30D | -5.1% | +4.0% | -9.1% | -7.9% |
| 3M | +8.7% | +18.2% | -9.5% | -4.5% |
| 6M | -9.2% | +32.8% | -42.1% | -27.5% |
| YTD | -18.9% | +28.7% | -47.6% | -33.6% |
| 1Y | -25.6% | +55.4% | -81.0% | -49.1% |
| All | -25.6% | +56.4% | -82.1% | -49.1% |
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