-69.3%
CPNG vs IVZ
+60.5%
-129.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.5% |
| 7D | -1.1% | -2.4% | +1.3% | +0.1% |
| 30D | -7.4% | +3.0% | -10.4% | -8.9% |
| 3M | -12.3% | +14.9% | -27.2% | -18.9% |
| 6M | -19.4% | +36.7% | -56.2% | -32.1% |
| YTD | -35.9% | +25.7% | -61.6% | -44.0% |
| 1Y | -53.4% | +47.7% | -101.1% | -62.8% |
| 3Y | -20.0% | +138.8% | -158.8% | -54.8% |
| 5Y | -49.6% | +62.1% | -111.7% | -67.5% |
| All | -69.3% | +60.5% | -129.8% | -80.4% |
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 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