+12.8%
CNH vs IVZ
+144.8%
-132.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +23.3% | +0.6% | +22.6% | +22.8% |
| 30D | +33.5% | +4.0% | +29.5% | +30.9% |
| 3M | +32.7% | +18.2% | +14.5% | +22.5% |
| 6M | +22.2% | +32.8% | -10.6% | +6.6% |
| YTD | +57.7% | +28.7% | +28.9% | +38.6% |
| 1Y | +28.0% | +55.4% | -27.4% | +2.8% |
| All | +12.8% | +144.8% | -132.1% | -32.5% |
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