+91.7%
IVZ vs CAI
-6.6%
+98.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.3% |
| 7D | -2.4% | -26.5% | +24.1% | +0.4% |
| 30D | -11.2% | -6.9% | -4.3% | -10.2% |
| 3M | -14.0% | +26.1% | -40.1% | -15.6% |
| 6M | +0.5% | +31.9% | -31.4% | -3.0% |
| YTD | +5.4% | -6.5% | +11.9% | +2.8% |
| 1Y | +19.5% | +2.5% | +16.9% | +16.1% |
| All | +91.7% | -6.6% | +98.2% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling