+83.1%
IVV vs CVE
+317.2%
-234.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +0.1% | +2.5% | -2.4% | -0.3% |
| 30D | +0.1% | +16.7% | -16.7% | -2.3% |
| 3M | +2.0% | +9.3% | -7.3% | +0.3% |
| 6M | +13.0% | +43.6% | -30.6% | +5.8% |
| YTD | +13.6% | +93.6% | -80.0% | +0.6% |
| 1Y | +20.1% | +98.8% | -78.7% | +5.6% |
| 3Y | +77.6% | +73.6% | +4.0% | +55.7% |
| All | +83.1% | +317.2% | -234.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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