-4.7%
CMS vs IVZ
+21.8%
-26.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -1.3% | +5.1% | -6.4% | -1.0% |
| 30D | +5.3% | -1.6% | +6.8% | +5.2% |
| 3M | -0.3% | -9.1% | +8.8% | -0.9% |
| 6M | -4.0% | +1.8% | -5.8% | -3.4% |
| YTD | +2.1% | +10.8% | -8.7% | +3.2% |
| 1Y | -4.7% | +19.1% | -23.8% | -3.6% |
| All | -4.7% | +21.8% | -26.6% | -3.6% |
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