+104.7%
COST vs IVZ
+57.9%
+46.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -2.1% |
| 30D | -4.4% | +2.5% | -6.9% | -4.8% |
| 3M | -8.1% | +17.1% | -25.1% | -10.7% |
| 6M | -9.2% | +35.1% | -44.4% | -14.3% |
| YTD | +5.1% | +24.3% | -19.2% | +0.4% |
| 1Y | -5.1% | +48.7% | -53.8% | -12.6% |
| 3Y | +70.4% | +135.6% | -65.3% | +37.1% |
| 5Y | +104.7% | +60.3% | +44.4% | +72.4% |
| All | +104.7% | +57.9% | +46.8% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling