+7,496.8%
CME vs IVZ
+389.7%
+7,107.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +2.2% | -0.5% | +0.6% |
| 30D | +10.2% | -2.2% | +12.3% | +10.5% |
| 3M | +17.8% | -8.4% | +26.2% | +20.7% |
| 6M | +11.0% | +6.2% | +4.8% | +7.1% |
| YTD | +17.0% | +12.4% | +4.6% | +9.0% |
| 1Y | +15.8% | +26.0% | -10.2% | +3.2% |
| 3Y | +61.8% | +147.9% | -86.1% | +4.3% |
| 5Y | +72.5% | +38.8% | +33.7% | +32.1% |
| 10Y | +288.0% | +44.6% | +243.4% | +152.8% |
| All | +7,496.8% | +389.7% | +7,107.1% | +2,715.1% |
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