+34.6%
CP vs IVZ
+30.5%
+4.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.8% |
| 7D | +5.6% | +2.6% | +2.9% | +5.1% |
| 30D | +10.0% | -3.5% | +13.5% | +10.6% |
| 3M | +4.4% | -7.4% | +11.8% | +5.6% |
| 6M | +14.1% | +14.7% | -0.6% | +10.3% |
| YTD | +29.1% | +14.6% | +14.4% | +24.7% |
| 1Y | +34.6% | +30.7% | +3.8% | +25.2% |
| All | +34.6% | +30.5% | +4.0% | +25.2% |
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