+60.0%
IVZ vs CGNX
+193.6%
-133.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -0.7% |
| 7D | -2.4% | +3.2% | -5.6% | -3.7% |
| 30D | +3.0% | +6.0% | -3.0% | +0.1% |
| 3M | +14.9% | +3.5% | +11.3% | +11.9% |
| 6M | +36.7% | +26.3% | +10.5% | +20.8% |
| YTD | +25.7% | +79.2% | -53.6% | -9.6% |
| 1Y | +47.7% | +43.8% | +3.9% | +16.5% |
| 3Y | +138.8% | +52.0% | +86.9% | +71.7% |
| 5Y | +62.1% | -24.0% | +86.1% | +58.9% |
| All | +60.0% | +193.6% | -133.6% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling