-7.1%
CMG vs IVZ
+49.7%
-56.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | +10.9% | +3.0% | +7.9% | +9.8% |
| 3M | +15.8% | +14.9% | +1.0% | +9.9% |
| 6M | +6.9% | +36.7% | -29.8% | -6.8% |
| YTD | -2.2% | +25.7% | -27.8% | -12.5% |
| 1Y | -7.1% | +47.7% | -54.8% | -26.7% |
| All | -7.1% | +49.7% | -56.8% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling