+1,104.4%
IVZ vs CAKE
+2,427.1%
-1,322.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.6% | -4.0% | +4.6% | +2.3% |
| 30D | +4.0% | +2.4% | +1.6% | +2.5% |
| 3M | +18.2% | +69.0% | -50.8% | -6.1% |
| 6M | +32.8% | +69.3% | -36.5% | +4.9% |
| YTD | +28.7% | +115.8% | -87.0% | -8.3% |
| 1Y | +55.4% | +79.3% | -24.0% | +18.6% |
| 3Y | +135.2% | +262.0% | -126.8% | +32.0% |
| 5Y | +64.2% | +165.7% | -101.5% | 0.0% |
| 10Y | +64.6% | +158.9% | -94.3% | -11.8% |
| All | +1,104.4% | +2,427.1% | -1,322.7% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling