+886.2%
IVZ vs CHD
+8,420.3%
-7,534.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -2.4% | +2.0% | -4.4% | -3.1% |
| 30D | -11.2% | +13.0% | -24.2% | -14.9% |
| 3M | -14.0% | +6.1% | -20.1% | -15.9% |
| 6M | +0.5% | +15.9% | -15.4% | -5.0% |
| YTD | +5.4% | +31.6% | -26.2% | -5.0% |
| 1Y | +19.5% | +28.5% | -9.0% | +8.5% |
| 3Y | +128.7% | +30.5% | +98.2% | +102.3% |
| 5Y | +28.8% | +30.7% | -2.0% | +12.0% |
| 10Y | +52.3% | +184.2% | -131.9% | -3.1% |
| All | +886.2% | +8,420.3% | -7,534.1% | +241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling