+50.5%
IVZ vs CHD
+181.4%
-130.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +6.3% |
| 7D | +4.1% | +0.8% | +3.3% | +3.9% |
| 30D | -2.0% | +13.5% | -15.5% | -5.3% |
| 3M | -7.8% | +8.1% | -16.0% | -9.8% |
| 6M | +6.3% | +19.9% | -13.6% | +0.9% |
| YTD | +12.6% | +34.0% | -21.4% | +3.1% |
| 1Y | +27.6% | +29.8% | -2.2% | +17.9% |
| 3Y | +154.0% | +28.7% | +125.3% | +129.8% |
| 5Y | +37.3% | +31.8% | +5.5% | +19.9% |
| 10Y | +50.5% | +178.2% | -127.6% | +6.9% |
| All | +50.5% | +181.4% | -130.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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