+38.2%
IVZ vs CAKE
+125.5%
-87.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.8% |
| 7D | +5.1% | -3.8% | +8.9% | +6.9% |
| 30D | -1.6% | -5.2% | +3.7% | +0.7% |
| 3M | -9.1% | -9.2% | +0.1% | -6.0% |
| 6M | +1.8% | +76.6% | -74.9% | -23.4% |
| YTD | +10.8% | +113.6% | -102.7% | -24.2% |
| 1Y | +19.1% | +134.3% | -115.2% | -22.2% |
| 3Y | +144.4% | +271.2% | -126.7% | +25.3% |
| 5Y | +33.6% | +170.3% | -136.7% | -24.5% |
| All | +38.2% | +125.5% | -87.3% | -40.4% |
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