+39.0%
IVZ vs CPB
-40.1%
+79.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -2.2% | +16.9% | -19.1% | -4.0% |
| 3M | -8.1% | -0.6% | -7.5% | -8.3% |
| 6M | +3.8% | +11.4% | -7.6% | +1.7% |
| YTD | +11.5% | -14.8% | +26.3% | +13.3% |
| 1Y | +23.7% | -24.8% | +48.5% | +28.1% |
| 3Y | +145.8% | -36.6% | +182.4% | +158.6% |
| 5Y | +36.1% | -33.3% | +69.5% | +40.0% |
| All | +39.0% | -40.1% | +79.1% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling