+11.9%
COST vs IVZ
+30.5%
-18.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.9% |
| 7D | +6.6% | +2.6% | +4.0% | +6.8% |
| 30D | +13.5% | -3.5% | +17.0% | +13.3% |
| 3M | +10.6% | -7.4% | +18.0% | +10.2% |
| 6M | +3.6% | +14.7% | -11.1% | +4.4% |
| YTD | +22.1% | +14.6% | +7.5% | +23.3% |
| 1Y | +11.9% | +30.7% | -18.8% | +14.3% |
| All | +11.9% | +30.5% | -18.6% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling