+135.5%
CVE vs IVZ
+27.3%
+108.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -16.1% | -2.4% | -13.7% | -15.7% |
| 30D | -10.4% | -11.2% | +0.8% | -7.4% |
| 3M | -2.4% | -14.0% | +11.6% | +1.6% |
| 6M | -4.4% | +0.5% | -4.9% | -6.4% |
| YTD | +64.9% | +5.4% | +59.5% | +56.7% |
| 1Y | +66.0% | +19.5% | +46.6% | +49.8% |
| 3Y | +57.7% | +128.7% | -71.0% | +5.8% |
| All | +135.5% | +27.3% | +108.2% | +105.2% |
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