+320.2%
CVE vs IAG
+764.1%
-444.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.0% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | +16.7% | +28.9% | -12.2% | +12.5% |
| 3M | +9.3% | +19.1% | -9.9% | +5.9% |
| 6M | +43.6% | -10.3% | +53.9% | +43.9% |
| YTD | +93.6% | +24.2% | +69.4% | +82.9% |
| 1Y | +98.8% | +116.5% | -17.7% | +69.7% |
| 3Y | +73.6% | +742.8% | -669.2% | +10.2% |
| All | +320.2% | +764.1% | -444.0% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling