+105.9%
CTVA vs IVZ
+58.7%
+47.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 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% | +8.4% |
| 6M | +8.7% | +36.3% | -27.6% | -0.9% |
| YTD | +27.3% | +24.9% | +2.4% | +18.4% |
| 1Y | +18.0% | +48.9% | -30.9% | +4.2% |
| 3Y | +76.5% | +136.8% | -60.3% | +32.7% |
| All | +105.9% | +58.7% | +47.2% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling