+140.4%
CI vs IVZ
+61.1%
+79.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -1.8% | +3.1% | -4.9% | -2.6% |
| 3M | -4.2% | +18.2% | -22.4% | -8.6% |
| 6M | +2.7% | +38.6% | -35.9% | -6.4% |
| YTD | +1.9% | +25.9% | -24.0% | -5.1% |
| 1Y | -6.3% | +51.7% | -57.9% | -17.0% |
| 3Y | +3.9% | +138.7% | -134.8% | -22.1% |
| 5Y | +41.9% | +62.8% | -20.9% | +15.3% |
| 10Y | +140.4% | +60.9% | +79.5% | +61.1% |
| All | +140.4% | +61.1% | +79.3% | +61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling