+65.4%
IVZ vs CPB
-47.3%
+112.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.5% |
| 7D | +0.6% | -8.6% | +9.2% | +1.7% |
| 30D | +4.0% | -7.2% | +11.2% | +4.8% |
| 3M | +18.2% | +0.9% | +17.3% | +17.5% |
| 6M | +32.8% | -11.8% | +44.6% | +34.5% |
| YTD | +28.7% | -19.4% | +48.2% | +31.9% |
| 1Y | +55.4% | -30.4% | +85.8% | +62.5% |
| 3Y | +135.2% | -40.2% | +175.4% | +149.3% |
| 5Y | +64.2% | -39.5% | +103.7% | +71.7% |
| All | +65.4% | -47.3% | +112.7% | +84.3% |
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