+77.2%
CME vs IVZ
+63.4%
+13.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | +5.5% | +3.1% | +2.4% | +5.3% |
| 3M | +11.0% | +18.2% | -7.2% | +9.9% |
| 6M | -9.7% | +38.6% | -48.3% | -11.4% |
| YTD | +4.9% | +25.9% | -21.0% | +3.3% |
| 1Y | +10.1% | +51.7% | -41.6% | +7.0% |
| 3Y | +53.5% | +138.7% | -85.1% | +40.7% |
| 5Y | +77.2% | +62.8% | +14.4% | +70.5% |
| All | +77.2% | +63.4% | +13.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling