+886.2%
IVZ vs CPB
+160.9%
+725.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.2% |
| 7D | -6.7% | +11.6% | -18.3% | -9.7% |
| 30D | -10.9% | +23.3% | -34.2% | -16.5% |
| 3M | -14.8% | +1.6% | -16.5% | -15.9% |
| 6M | +2.4% | +13.9% | -11.5% | -3.1% |
| YTD | +5.4% | -11.7% | +17.1% | +7.1% |
| 1Y | +19.6% | -18.2% | +37.8% | +24.2% |
| 3Y | +122.4% | -35.2% | +157.6% | +143.4% |
| 5Y | +28.8% | -30.5% | +59.3% | +34.6% |
| 10Y | +52.3% | -37.1% | +89.4% | +55.6% |
| All | +886.2% | +160.9% | +725.3% | +704.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling