+606.1%
COST vs IVZ
+65.9%
+540.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.8% |
| 30D | -4.7% | +3.0% | -7.7% | -5.2% |
| 3M | -7.1% | +14.9% | -22.0% | -9.5% |
| 6M | -8.5% | +36.7% | -45.3% | -13.9% |
| YTD | +5.4% | +25.7% | -20.3% | +0.4% |
| 1Y | -5.6% | +47.7% | -53.3% | -12.9% |
| 3Y | +68.5% | +138.8% | -70.3% | +38.6% |
| 5Y | +105.2% | +62.1% | +43.2% | +77.6% |
| All | +606.1% | +65.9% | +540.2% | +494.3% |
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 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