+37.3%
IVZ vs CPB
-31.8%
+69.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +7.9% | +6.8% |
| 7D | +4.1% | +3.3% | +0.9% | +4.0% |
| 30D | -2.0% | +19.0% | -21.0% | -2.5% |
| 3M | -7.8% | +0.4% | -8.3% | -7.8% |
| 6M | +6.3% | +13.0% | -6.7% | +5.5% |
| YTD | +12.6% | -12.7% | +25.3% | +13.8% |
| 1Y | +27.6% | -20.9% | +48.5% | +30.2% |
| 3Y | +154.0% | -35.4% | +189.4% | +161.7% |
| 5Y | +37.3% | -32.3% | +69.6% | +34.8% |
| All | +37.3% | -31.8% | +69.1% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling