-11.0%
CMS vs IVZ
+31.3%
-42.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.1% |
| 7D | +0.4% | +0.6% | -0.3% | +0.4% |
| 30D | -3.6% | +4.0% | -7.6% | -3.3% |
| 3M | -1.9% | +18.2% | -20.1% | -0.1% |
| 6M | -11.0% | +32.8% | -43.8% | -8.8% |
| All | -11.0% | +31.3% | -42.2% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling