+636.0%
CMS vs IVZ
+897.2%
-261.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.3% | -2.4% | +1.1% | -1.0% |
| 30D | +6.3% | -11.2% | +17.5% | +8.4% |
| 3M | -2.1% | -14.0% | +11.9% | +0.3% |
| 6M | -5.1% | +0.5% | -5.5% | -5.9% |
| YTD | +1.3% | +5.4% | -4.2% | -1.0% |
| 1Y | -1.4% | +19.5% | -20.8% | -5.9% |
| 3Y | +36.9% | +128.7% | -91.8% | +13.1% |
| 5Y | +32.5% | +28.8% | +3.8% | +19.2% |
| 10Y | +126.8% | +52.3% | +74.5% | +82.0% |
| All | +636.0% | +897.2% | -261.2% | +304.3% |
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