-5.0%
CMG vs IVZ
+57.9%
-62.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.8% | -2.4% | -1.4% | -3.1% |
| 30D | +12.9% | +2.5% | +10.4% | +11.9% |
| 3M | +18.8% | +17.1% | +1.7% | +12.0% |
| 6M | +4.1% | +35.1% | -31.1% | -7.0% |
| YTD | -2.4% | +24.3% | -26.7% | -10.5% |
| 1Y | -6.7% | +48.7% | -55.3% | -19.4% |
| 3Y | -7.1% | +135.6% | -142.8% | -34.4% |
| 5Y | -5.0% | +60.3% | -65.3% | -25.0% |
| All | -5.0% | +57.9% | -62.9% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling