+1,104.4%
IVZ vs CGNX
+1,157.4%
-53.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.3% |
| 7D | +0.6% | +3.0% | -2.3% | -0.3% |
| 30D | +4.0% | -11.8% | +15.8% | +8.2% |
| 3M | +18.2% | -3.6% | +21.8% | +18.7% |
| 6M | +32.8% | +17.4% | +15.4% | +24.3% |
| YTD | +28.7% | +73.7% | -45.0% | +2.5% |
| 1Y | +55.4% | +41.5% | +13.9% | +31.5% |
| 3Y | +135.2% | +34.1% | +101.1% | +96.2% |
| 5Y | +64.2% | -27.3% | +91.5% | +64.4% |
| 10Y | +64.6% | +166.6% | -102.0% | +6.0% |
| All | +1,104.4% | +1,157.4% | -53.0% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling