+104.6%
IVZ vs CAI
-5.3%
+109.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.4% | +6.6% |
| 7D | +4.1% | -20.3% | +24.4% | +6.5% |
| 30D | -2.0% | -13.9% | +11.9% | -0.3% |
| 3M | -7.8% | +12.4% | -20.3% | -8.6% |
| 6M | +6.3% | +58.3% | -52.0% | +1.2% |
| YTD | +12.6% | -5.2% | +17.8% | +9.6% |
| 1Y | +27.6% | -0.2% | +27.8% | +24.1% |
| All | +104.6% | -5.3% | +109.9% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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