+8,237.1%
CP vs IVZ
+1,117.8%
+7,119.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +0.2% | +4.0% | -3.8% | -1.1% |
| 3M | +2.6% | +18.2% | -15.6% | -3.1% |
| 6M | +6.0% | +32.8% | -26.9% | -3.8% |
| YTD | +24.9% | +28.7% | -3.8% | +14.1% |
| 1Y | +20.1% | +55.4% | -35.3% | +3.2% |
| 3Y | +16.4% | +135.2% | -118.8% | -14.8% |
| 5Y | +31.7% | +64.2% | -32.5% | +4.6% |
| 10Y | +223.9% | +64.6% | +159.2% | +134.1% |
| All | +8,237.1% | +1,117.8% | +7,119.3% | +2,852.0% |
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