+791.9%
CDE vs IVZ
+134.7%
+657.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.5% |
| 7D | -3.1% | -2.4% | -0.7% | -1.6% |
| 30D | +9.5% | +3.0% | +6.4% | +7.2% |
| 3M | +25.5% | +14.9% | +10.6% | +14.7% |
| 6M | -7.9% | +36.7% | -44.6% | -23.9% |
| YTD | +15.6% | +25.7% | -10.1% | +0.1% |
| 1Y | +34.0% | +47.7% | -13.7% | +5.7% |
| 3Y | +791.9% | +138.8% | +653.1% | +383.2% |
| All | +791.9% | +134.7% | +657.2% | +383.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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