+216.7%
CTVA vs IVZ
+119.9%
+96.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -4.5% | -2.4% | -2.1% | -3.8% |
| 30D | +11.3% | +3.0% | +8.3% | +10.1% |
| 3M | +12.3% | +14.9% | -2.6% | +6.4% |
| 6M | +7.2% | +36.7% | -29.6% | -4.8% |
| YTD | +26.0% | +25.7% | +0.3% | +14.6% |
| 1Y | +16.0% | +47.7% | -31.7% | -0.5% |
| 3Y | +73.9% | +138.8% | -64.9% | +21.6% |
| 5Y | +103.8% | +62.1% | +41.7% | +57.4% |
| All | +216.7% | +119.9% | +96.8% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling