+6,781.2%
CME vs IVZ
+460.9%
+6,320.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | +6.2% | +4.0% | +2.2% | +4.7% |
| 3M | +10.4% | +18.2% | -7.8% | +3.3% |
| 6M | -9.5% | +32.8% | -42.4% | -19.5% |
| YTD | +6.0% | +28.7% | -22.7% | -5.3% |
| 1Y | +9.3% | +55.4% | -46.1% | -9.4% |
| 3Y | +57.7% | +135.2% | -77.6% | +4.4% |
| 5Y | +77.7% | +64.2% | +13.5% | +27.9% |
| 10Y | +281.2% | +64.6% | +216.6% | +138.5% |
| All | +6,781.2% | +460.9% | +6,320.3% | +2,345.1% |
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