+89.9%
CVE vs IVZ
+163.1%
-73.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.9% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | +16.7% | +4.0% | +12.7% | +14.2% |
| 3M | +9.3% | +18.2% | -8.9% | -0.9% |
| 6M | +43.6% | +32.8% | +10.8% | +20.7% |
| YTD | +93.6% | +28.7% | +64.8% | +63.7% |
| 1Y | +98.8% | +55.4% | +43.4% | +51.2% |
| 3Y | +73.6% | +135.2% | -61.6% | +0.3% |
| 5Y | +312.5% | +64.2% | +248.3% | +174.6% |
| 10Y | +161.0% | +64.6% | +96.4% | +61.4% |
| All | +89.9% | +163.1% | -73.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling