+88.2%
IEMG vs CVE
+71.6%
+16.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +2.2% | +2.5% | -0.3% | +1.9% |
| 30D | +4.6% | +16.7% | -12.1% | +2.7% |
| 3M | +0.4% | +9.3% | -8.9% | -0.7% |
| 6M | +16.4% | +43.6% | -27.2% | +9.7% |
| YTD | +25.4% | +93.6% | -68.1% | +12.0% |
| 1Y | +38.3% | +98.8% | -60.5% | +22.6% |
| All | +88.2% | +71.6% | +16.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling