+23.7%
IVZ vs CPB
-23.3%
+47.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -1.0% |
| 7D | -2.8% | -4.1% | +1.3% | -3.2% |
| 30D | -2.2% | +16.9% | -19.1% | +0.1% |
| 3M | -8.1% | -0.6% | -7.5% | -8.1% |
| 6M | +3.8% | +11.4% | -7.6% | +5.6% |
| YTD | +11.5% | -14.8% | +26.3% | +10.8% |
| 1Y | +23.7% | -24.8% | +48.5% | +20.8% |
| All | +23.7% | -23.3% | +47.0% | +20.8% |
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