+62.8%
CVE vs IVZ
+115.4%
-52.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.0% | +5.3% | +1.2% |
| 7D | -14.1% | -6.7% | -7.4% | -11.5% |
| 30D | -11.6% | -10.9% | -0.8% | -7.2% |
| 3M | 0.0% | -14.8% | +14.9% | +7.1% |
| 6M | -8.4% | +2.4% | -10.8% | -12.2% |
| YTD | +65.9% | +5.4% | +60.5% | +53.4% |
| 1Y | +69.4% | +19.6% | +49.9% | +46.0% |
| 3Y | +55.9% | +122.4% | -66.5% | -8.4% |
| 5Y | +146.2% | +28.8% | +117.4% | +84.7% |
| 10Y | +140.6% | +52.3% | +88.3% | +52.0% |
| All | +62.8% | +115.4% | -52.7% | -27.1% |
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