+8.7%
CNH vs IVZ
+63.4%
-54.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -4.5% |
| 7D | +8.8% | +1.1% | +7.7% | +8.3% |
| 30D | +24.7% | +3.1% | +21.6% | +22.6% |
| 3M | +27.3% | +18.2% | +9.2% | +16.9% |
| 6M | +23.2% | +38.6% | -15.5% | +4.3% |
| YTD | +48.9% | +25.9% | +23.0% | +31.2% |
| 1Y | +19.4% | +51.7% | -32.3% | -4.3% |
| 3Y | +7.8% | +138.7% | -130.9% | -34.0% |
| 5Y | +8.7% | +62.8% | -54.1% | -24.0% |
| All | +8.7% | +63.4% | -54.7% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling