+89.6%
CL vs IVZ
+43.7%
+45.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.5% |
| 7D | +3.2% | +7.6% | -4.4% | +2.3% |
| 30D | +8.0% | +4.3% | +3.7% | +7.4% |
| 3M | +7.9% | -9.3% | +17.2% | +8.9% |
| 6M | +14.7% | +5.2% | +9.5% | +13.5% |
| YTD | +29.2% | +13.4% | +15.7% | +26.0% |
| 1Y | +29.5% | +25.4% | +4.2% | +24.7% |
| 3Y | +40.7% | +152.5% | -111.8% | +19.9% |
| 5Y | +43.9% | +36.7% | +7.2% | +32.8% |
| All | +89.6% | +43.7% | +45.9% | +51.3% |
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