+1,077.8%
IVZ vs CGNX
+1,157.0%
-79.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.1% | +3.6% | -2.5% | -0.1% |
| 30D | +3.1% | -6.8% | +9.9% | +5.3% |
| 3M | +18.2% | -0.1% | +18.3% | +17.3% |
| 6M | +38.6% | +26.2% | +12.4% | +26.5% |
| YTD | +25.9% | +73.7% | -47.8% | +0.2% |
| 1Y | +51.7% | +40.4% | +11.3% | +28.8% |
| 3Y | +138.7% | +46.1% | +92.6% | +93.4% |
| 5Y | +62.8% | -25.6% | +88.4% | +61.8% |
| 10Y | +60.9% | +171.3% | -110.4% | +3.1% |
| All | +1,077.8% | +1,157.0% | -79.2% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CGNX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling