+13.9%
IEMG vs CVE
+73.4%
-59.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.6% | +8.5% | +0.4% |
| 7D | -3.1% | -12.1% | +9.0% | -3.8% |
| 30D | -10.3% | -9.8% | -0.6% | -10.8% |
| 3M | -6.6% | -0.7% | -5.9% | -6.6% |
| 6M | -3.9% | -4.3% | +0.5% | -3.6% |
| YTD | +12.4% | +70.6% | -58.2% | +8.1% |
| 1Y | +13.9% | +73.2% | -59.3% | +9.3% |
| All | +13.9% | +73.4% | -59.5% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling