+64.7%
IVZ vs CHD
+123.3%
-58.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -2.7% | +3.3% | +1.4% |
| 30D | +4.0% | -4.6% | +8.6% | +5.3% |
| 3M | +18.2% | +5.0% | +13.2% | +16.3% |
| 6M | +32.8% | -3.2% | +36.0% | +33.5% |
| YTD | +28.7% | +18.6% | +10.1% | +22.0% |
| 1Y | +55.4% | +4.8% | +50.6% | +52.1% |
| 3Y | +135.2% | +6.1% | +129.1% | +125.1% |
| 5Y | +64.2% | +24.0% | +40.2% | +45.2% |
| All | +64.7% | +123.3% | -58.6% | +25.2% |
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