+7,663.4%
CME vs IVZ
+385.6%
+7,277.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +2.5% | -2.8% | +5.2% | +3.2% |
| 30D | +13.9% | -2.2% | +16.1% | +14.2% |
| 3M | +22.4% | -8.1% | +30.5% | +25.2% |
| 6M | +12.9% | +3.8% | +9.1% | +9.8% |
| YTD | +19.6% | +11.5% | +8.1% | +11.8% |
| 1Y | +17.7% | +23.7% | -6.0% | +5.6% |
| 3Y | +65.3% | +145.8% | -80.5% | +6.9% |
| 5Y | +75.1% | +36.1% | +39.0% | +35.1% |
| 10Y | +305.8% | +42.4% | +263.3% | +165.9% |
| All | +7,663.4% | +385.6% | +7,277.8% | +2,785.1% |
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