+223.2%
CP vs IVZ
+61.1%
+162.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | +2.4% | +1.1% | +1.3% | +2.1% |
| 30D | -0.5% | +3.1% | -3.6% | -1.5% |
| 3M | +1.4% | +18.2% | -16.8% | -4.3% |
| 6M | +10.3% | +38.6% | -28.3% | -1.4% |
| YTD | +24.3% | +25.9% | -1.6% | +14.1% |
| 1Y | +20.4% | +51.7% | -31.2% | +3.8% |
| 3Y | +21.8% | +138.7% | -116.9% | -12.6% |
| 5Y | +31.5% | +62.8% | -31.3% | +3.6% |
| 10Y | +223.2% | +60.9% | +162.3% | +126.5% |
| All | +223.2% | +61.1% | +162.1% | +126.5% |
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