+5.5%
CG vs IVZ
+61.5%
-56.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.4% |
| 7D | -6.4% | +1.2% | -7.6% | -7.3% |
| 30D | -7.1% | +1.8% | -8.8% | -8.3% |
| 3M | -1.6% | +15.7% | -17.3% | -12.3% |
| 6M | -8.3% | +36.3% | -44.7% | -28.3% |
| YTD | -23.8% | +24.9% | -48.7% | -36.2% |
| 1Y | -28.7% | +48.9% | -77.7% | -47.9% |
| 3Y | +49.2% | +136.8% | -87.7% | -25.6% |
| 5Y | +5.5% | +60.0% | -54.5% | -33.1% |
| All | +5.5% | +61.5% | -56.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling