+106.3%
IVZ vs CAI
-14.7%
+120.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.7% |
| 7D | +7.6% | -8.7% | +16.3% | +8.6% |
| 30D | +4.3% | -23.8% | +28.2% | +7.4% |
| 3M | -9.3% | +3.9% | -13.2% | -9.3% |
| 6M | +5.2% | +56.8% | -51.6% | +0.3% |
| YTD | +13.4% | -14.6% | +28.1% | +11.6% |
| 1Y | +25.4% | -5.2% | +30.6% | +23.0% |
| All | +106.3% | -14.7% | +120.9% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling