-89.4%
CDE vs IVZ
+1,081.7%
-1,171.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -2.0% | +1.2% | -3.1% | -2.4% |
| 30D | +15.7% | +1.8% | +13.9% | +14.9% |
| 3M | +30.5% | +15.7% | +14.8% | +24.5% |
| 6M | -7.4% | +36.3% | -43.7% | -16.1% |
| YTD | +17.9% | +24.9% | -7.0% | +10.0% |
| 1Y | +46.7% | +48.9% | -2.2% | +29.2% |
| 3Y | +851.3% | +136.8% | +714.5% | +613.7% |
| 5Y | +202.9% | +60.0% | +143.0% | +153.5% |
| 10Y | +58.2% | +63.4% | -5.2% | +20.4% |
| All | -89.4% | +1,081.7% | -1,171.2% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling