+951.4%
IVZ vs CAKE
+2,462.7%
-1,511.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.5% |
| 7D | +2.2% | -1.0% | +3.2% | +2.7% |
| 30D | -2.2% | +0.6% | -2.8% | -2.5% |
| 3M | -8.4% | -1.6% | -6.8% | -8.6% |
| 6M | +6.2% | +78.3% | -72.2% | -18.0% |
| YTD | +12.4% | +118.8% | -106.4% | -20.7% |
| 1Y | +26.0% | +140.3% | -114.3% | -14.7% |
| 3Y | +147.9% | +280.3% | -132.4% | +36.0% |
| 5Y | +38.8% | +171.9% | -133.1% | -16.1% |
| 10Y | +44.6% | +135.1% | -90.5% | -19.8% |
| All | +951.4% | +2,462.7% | -1,511.3% | +182.6% |
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