+58.6%
CVE vs IAG
+573.1%
-514.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -14.1% | +4.5% | -18.6% | -14.4% |
| 30D | -11.6% | -5.7% | -6.0% | -11.3% |
| 3M | 0.0% | +10.1% | -10.1% | -1.2% |
| 6M | -8.4% | +7.3% | -15.7% | -9.8% |
| YTD | +65.9% | +6.1% | +59.8% | +61.8% |
| 1Y | +69.4% | +46.8% | +22.6% | +58.4% |
| All | +58.6% | +573.1% | -514.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling