+503.2%
CMI vs IVZ
+65.9%
+437.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -0.7% | -2.4% | +1.7% | +0.3% |
| 30D | -12.4% | +3.0% | -15.4% | -13.5% |
| 3M | -14.8% | +14.9% | -29.6% | -19.9% |
| 6M | +0.8% | +36.7% | -35.9% | -11.9% |
| YTD | +10.2% | +25.7% | -15.5% | -0.5% |
| 1Y | +37.4% | +47.7% | -10.3% | +16.0% |
| 3Y | +153.3% | +138.8% | +14.5% | +70.6% |
| 5Y | +167.6% | +62.1% | +105.5% | +103.2% |
| All | +503.2% | +65.9% | +437.3% | +308.5% |
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