+15,520.2%
COST vs IVZ
+1,081.7%
+14,438.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -5.3% | +1.8% | -7.0% | -5.7% |
| 3M | -6.7% | +15.7% | -22.4% | -10.0% |
| 6M | -9.9% | +36.3% | -46.3% | -16.6% |
| YTD | +5.1% | +24.9% | -19.8% | -1.1% |
| 1Y | -7.3% | +48.9% | -56.2% | -16.3% |
| 3Y | +70.4% | +136.8% | -66.4% | +34.8% |
| 5Y | +104.4% | +60.0% | +44.4% | +72.6% |
| 10Y | +609.0% | +63.4% | +545.6% | +447.8% |
| All | +15,520.2% | +1,081.7% | +14,438.4% | +6,445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling