+150.3%
CI vs IVZ
+48.7%
+101.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | +2.6% | +2.2% | +0.4% | +1.9% |
| 30D | +7.3% | -2.2% | +9.5% | +7.7% |
| 3M | +9.5% | -8.4% | +17.9% | +11.5% |
| 6M | +6.4% | +6.2% | +0.3% | +3.8% |
| YTD | +12.0% | +12.4% | -0.4% | +7.0% |
| 1Y | +20.1% | +26.0% | -5.9% | +11.1% |
| 3Y | +9.6% | +147.9% | -138.3% | -19.2% |
| 5Y | +52.7% | +38.8% | +13.9% | +30.0% |
| 10Y | +150.3% | +44.6% | +105.7% | +76.6% |
| All | +150.3% | +48.7% | +101.6% | +76.6% |
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 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