+272.0%
IAU vs CVE
+89.9%
+182.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.5% | +2.5% | -3.0% | -0.6% |
| 30D | +4.4% | +16.7% | -12.3% | +3.9% |
| 3M | -1.1% | +9.3% | -10.3% | -1.4% |
| 6M | -13.7% | +43.6% | -57.3% | -14.9% |
| YTD | +2.7% | +93.6% | -90.9% | +0.2% |
| 1Y | +24.6% | +98.8% | -74.1% | +21.4% |
| 3Y | +126.8% | +73.6% | +53.3% | +121.1% |
| 5Y | +139.5% | +312.5% | -173.0% | +127.3% |
| 10Y | +226.3% | +161.0% | +65.2% | +212.5% |
| All | +272.0% | +89.9% | +182.1% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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