+134.5%
CVE vs IAG
+365.5%
-231.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -1.4% |
| 7D | -16.1% | +21.4% | -37.6% | -18.1% |
| 30D | -10.4% | +4.0% | -14.4% | -11.1% |
| 3M | -2.4% | +17.0% | -19.4% | -4.8% |
| 6M | -4.4% | +1.4% | -5.8% | -5.8% |
| YTD | +64.9% | +13.8% | +51.2% | +58.2% |
| 1Y | +66.0% | +55.8% | +10.2% | +52.6% |
| 3Y | +57.7% | +647.4% | -589.8% | +13.3% |
| 5Y | +144.7% | +519.1% | -374.4% | +70.1% |
| All | +134.5% | +365.5% | -231.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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