+312.1%
CG vs IVZ
+64.1%
+248.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -9.8% | -2.4% | -7.4% | -8.5% |
| 30D | -10.3% | +2.5% | -12.8% | -11.5% |
| 3M | -1.7% | +17.1% | -18.7% | -10.2% |
| 6M | -9.8% | +35.1% | -45.0% | -24.3% |
| YTD | -25.6% | +24.3% | -49.9% | -34.4% |
| 1Y | -32.5% | +48.7% | -81.2% | -46.1% |
| 3Y | +45.6% | +135.6% | -90.0% | -10.1% |
| 5Y | +3.7% | +60.3% | -56.7% | -23.4% |
| All | +312.1% | +64.1% | +248.1% | +176.0% |
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