+67.3%
CSGP vs IVZ
+55.7%
+11.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +0.3% |
| 7D | -1.8% | +4.1% | -5.9% | -3.1% |
| 30D | +5.3% | -2.0% | +7.3% | +5.6% |
| 3M | +3.3% | -7.8% | +11.1% | +5.4% |
| 6M | -4.7% | +6.3% | -11.0% | -7.5% |
| YTD | -53.5% | +12.6% | -66.1% | -56.0% |
| 1Y | -53.7% | +27.6% | -81.4% | -57.9% |
| 3Y | -59.7% | +154.0% | -213.8% | -71.2% |
| 5Y | -62.5% | +37.3% | -99.8% | -68.6% |
| 10Y | +67.3% | +50.5% | +16.7% | +22.1% |
| All | +67.3% | +55.7% | +11.6% | +22.1% |
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