-60.3%
CSGP vs IVZ
+122.1%
-182.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +1.3% | -2.4% | +3.7% | +1.8% |
| 30D | +10.7% | -11.2% | +21.9% | +13.9% |
| 3M | +3.3% | -14.0% | +17.3% | +7.2% |
| 6M | -10.3% | +0.5% | -10.8% | -11.7% |
| YTD | -54.6% | +5.4% | -60.0% | -56.2% |
| 1Y | -54.6% | +19.5% | -74.1% | -58.1% |
| 3Y | -60.3% | +128.7% | -189.0% | -73.4% |
| All | -60.3% | +122.1% | -182.5% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling