+140.6%
CNP vs IVZ
+40.3%
+100.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +2.5% | +5.1% | -2.7% | +1.1% |
| 30D | +4.0% | -1.6% | +5.6% | +4.1% |
| 3M | +1.6% | -9.1% | +10.8% | +3.7% |
| 6M | -1.7% | +1.8% | -3.5% | -3.3% |
| YTD | +8.6% | +10.8% | -2.2% | +3.4% |
| 1Y | +5.8% | +19.1% | -13.3% | -1.6% |
| 3Y | +63.0% | +144.4% | -81.4% | +16.6% |
| 5Y | +74.7% | +33.6% | +41.1% | +47.2% |
| All | +140.6% | +40.3% | +100.2% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling