+105.2%
CNH vs IVZ
+42.6%
+62.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.3% |
| 7D | +3.0% | +6.8% | -3.8% | 0.0% |
| 30D | -0.6% | +3.5% | -4.1% | -2.5% |
| 3M | +14.6% | -10.0% | +24.7% | +19.9% |
| 6M | +11.8% | +4.5% | +7.3% | +7.9% |
| YTD | +30.4% | +12.6% | +17.8% | +20.4% |
| 1Y | +19.1% | +24.4% | -5.4% | +4.5% |
| 3Y | +30.2% | +150.6% | -120.4% | -22.3% |
| 5Y | -17.8% | +35.7% | -53.5% | -35.8% |
| All | +105.2% | +42.6% | +62.7% | +43.7% |
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