+7.6%
CL vs IVZ
+51.7%
-44.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.5% |
| 7D | -1.4% | +1.1% | -2.5% | -1.3% |
| 30D | -5.2% | +3.1% | -8.3% | -5.1% |
| 3M | +3.3% | +18.2% | -14.9% | +4.1% |
| 6M | -4.4% | +38.6% | -43.0% | -3.5% |
| YTD | +13.9% | +25.9% | -12.0% | +13.5% |
| 1Y | +7.6% | +51.7% | -44.0% | +8.8% |
| All | +7.6% | +51.7% | -44.0% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling