+1,936.3%
CL vs IVZ
+1,117.8%
+818.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -4.8% | +4.0% | -8.8% | -5.4% |
| 3M | +4.9% | +18.2% | -13.3% | +2.1% |
| 6M | -5.7% | +32.8% | -38.5% | -9.9% |
| YTD | +14.4% | +28.7% | -14.4% | +9.5% |
| 1Y | +8.7% | +55.4% | -46.6% | +1.1% |
| 3Y | +30.0% | +135.2% | -105.2% | +11.4% |
| 5Y | +28.4% | +64.2% | -35.8% | +13.7% |
| 10Y | +50.1% | +64.6% | -14.5% | +24.9% |
| All | +1,936.3% | +1,117.8% | +818.5% | +978.8% |
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 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