-5.6%
COST vs IVZ
+49.7%
-55.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -1.3% |
| 30D | -4.7% | +3.0% | -7.7% | -4.6% |
| 3M | -7.1% | +14.9% | -22.0% | -6.3% |
| 6M | -8.5% | +36.7% | -45.3% | -7.8% |
| YTD | +5.4% | +25.7% | -20.3% | +6.5% |
| 1Y | -5.6% | +47.7% | -53.3% | -2.3% |
| All | -5.6% | +49.7% | -55.3% | -2.3% |
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