+68.0%
CNH vs IVZ
+78.8%
-10.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +23.3% | +0.6% | +22.6% | +22.8% |
| 30D | +33.5% | +4.0% | +29.5% | +30.5% |
| 3M | +32.7% | +18.2% | +14.5% | +21.2% |
| 6M | +22.2% | +32.8% | -10.6% | +4.9% |
| YTD | +57.7% | +28.7% | +28.9% | +36.5% |
| 1Y | +28.0% | +55.4% | -27.4% | +0.4% |
| 3Y | +11.5% | +135.2% | -123.7% | -31.8% |
| 5Y | +11.9% | +64.2% | -52.3% | -21.1% |
| 10Y | +162.8% | +64.6% | +98.2% | +68.5% |
| All | +68.0% | +78.8% | -10.9% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling