+28.5%
CNH vs IVZ
+25.3%
+3.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | +4.5% | +2.2% | +2.4% | +3.6% |
| 30D | +7.6% | -2.2% | +9.8% | +8.1% |
| 3M | +17.0% | -8.4% | +25.4% | +19.8% |
| 6M | +12.9% | +6.2% | +6.8% | +8.9% |
| YTD | +34.3% | +12.4% | +21.9% | +22.8% |
| 1Y | +28.5% | +26.0% | +2.5% | +10.6% |
| All | +28.5% | +25.3% | +3.2% | +10.6% |
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