+49.0%
IVZ vs CPB
-38.3%
+87.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -2.4% | +8.0% | -10.4% | -3.3% |
| 30D | -11.2% | +22.4% | -33.6% | -13.3% |
| 3M | -14.0% | +2.5% | -16.5% | -14.4% |
| 6M | +0.5% | +12.2% | -11.8% | -1.5% |
| YTD | +5.4% | -12.8% | +18.2% | +6.8% |
| 1Y | +19.5% | -19.2% | +38.6% | +22.3% |
| 3Y | +128.7% | -35.6% | +164.3% | +140.0% |
| 5Y | +28.8% | -31.4% | +60.2% | +32.0% |
| All | +49.0% | -38.3% | +87.3% | +63.0% |
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