+282.5%
CHTR vs IVZ
+158.6%
+123.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.8% | -7.4% | -7.9% |
| 7D | -15.8% | +1.2% | -16.9% | -16.1% |
| 30D | -12.7% | +1.8% | -14.4% | -13.1% |
| 3M | -1.1% | +15.7% | -16.8% | -5.4% |
| 6M | -39.9% | +36.3% | -76.2% | -45.4% |
| YTD | -35.9% | +24.9% | -60.8% | -40.5% |
| 1Y | -49.2% | +48.9% | -98.1% | -55.1% |
| 3Y | -68.3% | +136.8% | -205.1% | -76.1% |
| 5Y | -83.0% | +60.0% | -142.9% | -86.0% |
| 10Y | -49.3% | +63.4% | -112.7% | -61.9% |
| All | +282.5% | +158.6% | +123.9% | +128.5% |
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