+95.2%
CNC vs IVZ
+65.9%
+29.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | -0.9% | -2.4% | +1.5% | -0.4% |
| 30D | -1.0% | +3.0% | -4.0% | -1.7% |
| 3M | +4.5% | +14.9% | -10.3% | +0.9% |
| 6M | +85.2% | +36.7% | +48.5% | +71.0% |
| YTD | +61.4% | +25.7% | +35.7% | +51.7% |
| 1Y | +94.9% | +47.7% | +47.2% | +76.1% |
| 3Y | 0.0% | +138.8% | -138.8% | -22.9% |
| 5Y | +11.2% | +62.1% | -50.9% | -7.4% |
| All | +95.2% | +65.9% | +29.3% | +51.7% |
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