+144.8%
IEMG vs CVE
+167.0%
-22.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +1.6% | +2.0% | -0.4% | +1.3% |
| 30D | +4.6% | +13.2% | -8.6% | +2.5% |
| 3M | +4.8% | +21.7% | -16.8% | +1.2% |
| 6M | +16.8% | +48.4% | -31.5% | +8.6% |
| YTD | +24.8% | +100.1% | -75.3% | +10.0% |
| 1Y | +34.3% | +107.8% | -73.5% | +17.4% |
| 3Y | +87.0% | +76.9% | +10.1% | +64.9% |
| 5Y | +49.9% | +346.2% | -296.3% | +9.8% |
| 10Y | +144.8% | +173.5% | -28.7% | +64.1% |
| All | +144.8% | +167.0% | -22.2% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling