+134.5%
CVE vs IVZ
+48.5%
+86.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.1% | -2.4% | -13.7% | -15.5% |
| 30D | -10.4% | -11.2% | +0.8% | -6.0% |
| 3M | -2.4% | -14.0% | +11.6% | +3.6% |
| 6M | -4.4% | +0.5% | -4.9% | -7.2% |
| YTD | +64.9% | +5.4% | +59.5% | +53.2% |
| 1Y | +66.0% | +19.5% | +46.6% | +44.2% |
| 3Y | +57.7% | +128.7% | -71.0% | -6.9% |
| 5Y | +144.7% | +28.8% | +116.0% | +87.0% |
| All | +134.5% | +48.5% | +86.0% | +51.9% |
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