+63.4%
IVZ vs CAKE
+153.4%
-90.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.7% |
| 7D | +1.2% | -4.6% | +5.7% | +3.2% |
| 30D | +1.8% | -6.6% | +8.3% | +4.4% |
| 3M | +15.7% | +52.9% | -37.2% | -6.2% |
| 6M | +36.3% | +65.7% | -29.4% | +5.7% |
| YTD | +24.9% | +107.8% | -82.9% | -13.1% |
| 1Y | +48.9% | +78.5% | -29.5% | +10.3% |
| 3Y | +136.8% | +266.4% | -129.6% | +22.6% |
| 5Y | +60.0% | +159.6% | -99.7% | -8.0% |
| 10Y | +63.4% | +156.6% | -93.2% | -29.5% |
| All | +63.4% | +153.4% | -90.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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