+322.0%
CMG vs IVZ
+65.9%
+256.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | +10.9% | +3.0% | +7.9% | +10.0% |
| 3M | +15.8% | +14.9% | +1.0% | +11.1% |
| 6M | +6.9% | +36.7% | -29.8% | -2.4% |
| YTD | -2.2% | +25.7% | -27.8% | -8.8% |
| 1Y | -7.1% | +47.7% | -54.8% | -17.0% |
| 3Y | -7.1% | +138.8% | -146.0% | -28.7% |
| 5Y | -4.8% | +62.1% | -66.9% | -21.2% |
| All | +322.0% | +65.9% | +256.1% | +236.2% |
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