+132.3%
CMS vs IVZ
+55.7%
+76.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.2% | -0.5% |
| 7D | -0.9% | +4.1% | -5.0% | -1.6% |
| 30D | +7.1% | -2.0% | +9.1% | +7.2% |
| 3M | -1.3% | -7.8% | +6.6% | -0.3% |
| 6M | -2.7% | +6.3% | -9.0% | -4.2% |
| YTD | +2.6% | +12.6% | -9.9% | -0.4% |
| 1Y | -2.0% | +27.6% | -29.6% | -7.0% |
| 3Y | +39.6% | +154.0% | -114.4% | +14.4% |
| 5Y | +35.3% | +37.3% | -2.0% | +21.4% |
| 10Y | +132.3% | +50.5% | +81.8% | +62.9% |
| All | +132.3% | +55.7% | +76.7% | +62.9% |
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