+37.4%
CMI vs IVZ
+49.7%
-12.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -0.7% | -2.4% | +1.7% | +0.4% |
| 30D | -12.4% | +3.0% | -15.4% | -13.7% |
| 3M | -14.8% | +14.9% | -29.6% | -20.5% |
| 6M | +0.8% | +36.7% | -35.9% | -14.3% |
| YTD | +10.2% | +25.7% | -15.5% | -2.9% |
| 1Y | +37.4% | +47.7% | -10.3% | +12.1% |
| All | +37.4% | +49.7% | -12.3% | +12.1% |
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 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