+75.7%
CTVA vs IVZ
+133.3%
-57.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -5.8% | +1.2% | -7.0% | -6.1% |
| 30D | +11.1% | +1.8% | +9.3% | +10.5% |
| 3M | +13.2% | +15.7% | -2.5% | +8.6% |
| 6M | +8.7% | +36.3% | -27.6% | -0.7% |
| YTD | +27.3% | +24.9% | +2.4% | +18.7% |
| 1Y | +18.0% | +48.9% | -30.9% | +4.1% |
| All | +75.7% | +133.3% | -57.7% | +28.7% |
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