+280.6%
CME vs IVZ
+60.3%
+220.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.6% | +1.2% | -1.8% | -0.9% |
| 30D | +4.7% | +1.8% | +2.9% | +4.3% |
| 3M | +7.8% | +15.7% | -7.9% | +4.5% |
| 6M | -11.0% | +36.3% | -47.3% | -16.7% |
| YTD | +4.0% | +24.9% | -20.9% | -1.4% |
| 1Y | +9.1% | +48.9% | -39.8% | -0.5% |
| 3Y | +52.3% | +136.8% | -84.5% | +20.5% |
| 5Y | +76.1% | +60.0% | +16.1% | +49.9% |
| 10Y | +280.6% | +63.4% | +217.2% | +171.8% |
| All | +280.6% | +60.3% | +220.3% | +171.8% |
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 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