+140.3%
IVZ vs CPB
-40.0%
+180.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +0.6% | -8.6% | +9.2% | +0.6% |
| 30D | +4.0% | -7.2% | +11.2% | +4.0% |
| 3M | +18.2% | +0.9% | +17.3% | +18.0% |
| 6M | +32.8% | -11.8% | +44.6% | +33.6% |
| YTD | +28.7% | -19.4% | +48.2% | +30.1% |
| 1Y | +55.4% | -30.4% | +85.8% | +59.0% |
| All | +140.3% | -40.0% | +180.3% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling