+35.3%
CNH vs IVZ
+145.9%
-110.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.8% | +4.1% | +8.1% |
| 7D | +8.6% | +4.1% | +4.4% | +6.7% |
| 30D | +12.6% | -2.0% | +14.6% | +13.2% |
| 3M | +17.5% | -7.8% | +25.3% | +20.8% |
| 6M | +18.1% | +6.3% | +11.8% | +13.6% |
| YTD | +40.4% | +12.6% | +27.8% | +30.5% |
| 1Y | +34.0% | +27.6% | +6.4% | +17.6% |
| 3Y | +35.3% | +154.0% | -118.7% | -21.3% |
| All | +35.3% | +145.9% | -110.7% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling