+11,336.4%
CMI vs IVZ
+1,081.7%
+10,254.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.7% | +1.2% | -0.5% | +0.2% |
| 30D | -12.3% | +1.8% | -14.1% | -13.0% |
| 3M | -16.8% | +15.7% | -32.5% | -22.1% |
| 6M | +1.5% | +36.3% | -34.8% | -11.4% |
| YTD | +9.8% | +24.9% | -15.1% | -0.8% |
| 1Y | +42.6% | +48.9% | -6.4% | +19.4% |
| 3Y | +151.0% | +136.8% | +14.2% | +67.8% |
| 5Y | +167.0% | +60.0% | +107.1% | +102.8% |
| 10Y | +512.2% | +63.4% | +448.8% | +309.9% |
| All | +11,336.4% | +1,081.7% | +10,254.6% | +3,859.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling