+3,702.1%
CI vs IVZ
+964.6%
+2,737.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -1.2% |
| 7D | +0.1% | +4.1% | -4.0% | -1.1% |
| 30D | +4.7% | -2.0% | +6.7% | +5.0% |
| 3M | +5.2% | -7.8% | +13.1% | +7.2% |
| 6M | +3.8% | +6.3% | -2.5% | +1.0% |
| YTD | +9.2% | +12.6% | -3.3% | +3.8% |
| 1Y | +14.3% | +27.6% | -13.4% | +4.7% |
| 3Y | +8.4% | +154.0% | -145.6% | -21.5% |
| 5Y | +50.0% | +37.3% | +12.7% | +24.7% |
| 10Y | +142.2% | +50.5% | +91.6% | +79.5% |
| All | +3,702.1% | +964.6% | +2,737.5% | +1,472.9% |
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