+274.8%
CG vs IVZ
+43.7%
+231.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.3% |
| 7D | +0.2% | +7.6% | -7.4% | -3.9% |
| 30D | +11.2% | +4.3% | +6.9% | +8.5% |
| 3M | -22.1% | -9.3% | -12.7% | -17.7% |
| 6M | -17.9% | +5.2% | -23.2% | -20.6% |
| YTD | -31.3% | +13.4% | -44.7% | -36.3% |
| 1Y | -24.0% | +25.4% | -49.3% | -33.3% |
| 3Y | +45.0% | +152.5% | -107.5% | -13.4% |
| 5Y | -22.6% | +36.7% | -59.3% | -38.0% |
| All | +274.8% | +43.7% | +231.2% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling