+88.6%
IVZ vs CYCU
-99.9%
+188.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +0.6% | -8.1% | +8.7% | +0.7% |
| 30D | +4.0% | -43.0% | +47.0% | +4.6% |
| 3M | +18.2% | -50.8% | +69.0% | +16.9% |
| 6M | +32.8% | -74.1% | +106.9% | +33.2% |
| YTD | +28.7% | -84.0% | +112.7% | +31.1% |
| 1Y | +55.4% | -92.2% | +147.6% | +55.1% |
| All | +88.6% | -99.9% | +188.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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