+41.5%
IVZ vs CAKE
+131.7%
-90.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +1.1% |
| 7D | +7.6% | +2.5% | +5.1% | +6.5% |
| 30D | +4.3% | -3.1% | +7.4% | +5.7% |
| 3M | -9.3% | -2.2% | -7.1% | -9.1% |
| 6M | +5.2% | +94.1% | -88.8% | -24.0% |
| YTD | +13.4% | +119.4% | -106.0% | -23.4% |
| 1Y | +25.4% | +141.4% | -116.0% | -19.2% |
| 3Y | +152.5% | +273.6% | -121.1% | +29.1% |
| 5Y | +36.7% | +177.7% | -141.0% | -23.6% |
| All | +41.5% | +131.7% | -90.2% | -39.7% |
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