+135.5%
CVE vs IVZ
+48.7%
+86.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -10.0% | +2.2% | -12.1% | -11.3% |
| 30D | -11.9% | -2.2% | -9.7% | -11.6% |
| 3M | -5.9% | -8.4% | +2.5% | -3.2% |
| 6M | -1.6% | +6.2% | -7.7% | -6.9% |
| YTD | +66.3% | +12.4% | +53.9% | +49.8% |
| 1Y | +57.5% | +26.0% | +31.5% | +33.3% |
| 3Y | +65.4% | +147.9% | -82.4% | -6.3% |
| 5Y | +144.2% | +38.8% | +105.4% | +79.6% |
| 10Y | +135.5% | +44.6% | +90.9% | +54.3% |
| All | +135.5% | +48.7% | +86.8% | +54.3% |
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