+62.8%
CVE vs IAG
+2.1%
+60.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -14.1% | +4.5% | -18.6% | -14.7% |
| 30D | -11.6% | -5.7% | -6.0% | -11.3% |
| 3M | 0.0% | +10.1% | -10.1% | -1.9% |
| 6M | -8.4% | +7.3% | -15.7% | -10.7% |
| YTD | +65.9% | +6.1% | +59.8% | +60.1% |
| 1Y | +69.4% | +46.8% | +22.6% | +56.2% |
| 3Y | +55.9% | +573.1% | -517.2% | +12.8% |
| 5Y | +146.2% | +477.6% | -331.4% | +73.5% |
| 10Y | +140.6% | +315.7% | -175.0% | +64.5% |
| All | +62.8% | +2.1% | +60.7% | +28.0% |
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 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