+350.2%
CG vs IVZ
+139.1%
+211.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.3% |
| 7D | -4.3% | +0.6% | -5.0% | -4.7% |
| 30D | -5.1% | +4.0% | -9.1% | -7.2% |
| 3M | +8.7% | +18.2% | -9.5% | -1.3% |
| 6M | -9.2% | +32.8% | -42.1% | -23.0% |
| YTD | -18.9% | +28.7% | -47.6% | -29.8% |
| 1Y | -25.6% | +55.4% | -81.0% | -42.0% |
| 3Y | +57.3% | +135.2% | -77.9% | -2.6% |
| 5Y | +10.2% | +64.2% | -54.0% | -19.0% |
| 10Y | +364.2% | +64.6% | +299.6% | +204.4% |
| All | +350.2% | +139.1% | +211.0% | +158.5% |
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