+89.9%
CVE vs IAG
+19.5%
+70.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | +9.3% | +19.1% | -9.9% | +6.1% |
| 6M | +43.6% | -10.3% | +53.9% | +43.2% |
| YTD | +93.6% | +24.2% | +69.4% | +84.0% |
| 1Y | +98.8% | +116.5% | -17.7% | +74.2% |
| 3Y | +73.6% | +742.8% | -669.2% | +22.3% |
| 5Y | +312.5% | +753.3% | -440.9% | +177.9% |
| 10Y | +161.0% | +403.2% | -242.2% | +73.9% |
| All | +89.9% | +19.5% | +70.4% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling