+62.8%
IVZ vs CAKE
+168.2%
-105.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | +3.1% | +0.4% | +2.7% | +2.4% |
| 3M | +18.2% | +59.9% | -41.8% | -4.7% |
| 6M | +38.6% | +75.1% | -36.4% | +6.8% |
| YTD | +25.9% | +115.0% | -89.1% | -11.9% |
| 1Y | +51.7% | +81.6% | -29.9% | +13.8% |
| 3Y | +138.7% | +279.1% | -140.5% | +26.0% |
| 5Y | +62.8% | +170.6% | -107.8% | -7.3% |
| All | +62.8% | +168.2% | -105.4% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling