-58.4%
CSGP vs IVZ
+122.1%
-180.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.0% | +6.4% | +0.5% |
| 7D | +13.9% | -6.7% | +20.6% | +15.8% |
| 30D | +16.0% | -10.9% | +26.9% | +19.2% |
| 3M | +6.1% | -14.8% | +20.9% | +10.4% |
| 6M | -8.2% | +2.4% | -10.6% | -10.1% |
| YTD | -52.3% | +5.4% | -57.8% | -54.0% |
| 1Y | -54.5% | +19.6% | -74.1% | -58.0% |
| All | -58.4% | +122.1% | -180.5% | -72.1% |
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 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