+44.1%
CSGP vs IVZ
+64.6%
-20.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | +2.3% | +4.0% | -1.7% | +1.1% |
| 3M | -8.2% | +18.2% | -26.3% | -13.2% |
| 6M | -35.1% | +32.8% | -67.9% | -41.2% |
| YTD | -54.0% | +28.7% | -82.8% | -58.1% |
| 1Y | -65.3% | +55.4% | -120.7% | -70.2% |
| 3Y | -62.6% | +135.2% | -197.8% | -72.6% |
| 5Y | -64.8% | +64.2% | -129.0% | -72.0% |
| All | +44.1% | +64.6% | -20.5% | +4.3% |
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