+50.6%
IEMG vs CVE
+327.8%
-277.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.5% | -0.3% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | +4.6% | +17.5% | -12.8% | +2.3% |
| 3M | +5.5% | +16.2% | -10.7% | +3.0% |
| 6M | +19.7% | +47.8% | -28.1% | +12.0% |
| YTD | +25.5% | +98.5% | -73.0% | +11.6% |
| 1Y | +35.5% | +109.8% | -74.3% | +19.1% |
| 3Y | +88.0% | +75.5% | +12.5% | +66.3% |
| 5Y | +50.6% | +341.6% | -291.0% | +12.2% |
| All | +50.6% | +327.8% | -277.2% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling