+30.7%
IVZ vs CPB
-18.4%
+49.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +4.8% |
| 7D | +2.6% | +13.0% | -10.3% | +4.3% |
| 30D | -3.5% | +20.5% | -24.0% | -1.0% |
| 3M | -7.4% | +2.2% | -9.6% | -7.1% |
| 6M | +14.7% | +15.4% | -0.7% | +17.0% |
| YTD | +14.6% | -12.3% | +26.9% | +14.7% |
| 1Y | +30.7% | -18.0% | +48.7% | +29.6% |
| All | +30.7% | -18.4% | +49.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling