+299.6%
CG vs IVZ
+108.8%
+190.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +2.0% | +2.2% | -0.2% | +0.8% |
| 30D | +8.5% | -2.2% | +10.7% | +9.9% |
| 3M | -12.1% | -8.4% | -3.7% | -7.7% |
| 6M | -16.4% | +6.2% | -22.6% | -19.5% |
| YTD | -28.0% | +12.4% | -40.4% | -32.7% |
| 1Y | -18.9% | +26.0% | -44.9% | -28.9% |
| 3Y | +51.2% | +147.9% | -96.6% | -8.3% |
| 5Y | -15.9% | +38.8% | -54.6% | -32.1% |
| 10Y | +305.9% | +44.6% | +261.4% | +186.8% |
| All | +299.6% | +108.8% | +190.9% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling