+281.1%
CG vs IVZ
+110.7%
+170.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | -0.3% |
| 7D | +0.2% | +7.6% | -7.4% | -3.8% |
| 30D | +11.2% | +4.3% | +6.9% | +8.5% |
| 3M | -22.1% | -9.3% | -12.7% | -17.8% |
| 6M | -17.9% | +5.2% | -23.2% | -20.5% |
| YTD | -31.3% | +13.4% | -44.7% | -36.2% |
| 1Y | -24.0% | +25.4% | -49.3% | -33.2% |
| 3Y | +45.0% | +152.5% | -107.5% | -13.0% |
| 5Y | -22.6% | +36.7% | -59.3% | -37.2% |
| 10Y | +282.1% | +45.0% | +237.1% | +169.5% |
| All | +281.1% | +110.7% | +170.4% | +134.9% |
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