+145.4%
IEMG vs CVE
+28.7%
+116.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | +2.2% | +2.5% | -0.3% | +1.8% |
| 30D | +4.6% | +16.7% | -12.1% | +1.7% |
| 3M | +0.4% | +9.3% | -8.9% | -1.6% |
| 6M | +16.4% | +43.6% | -27.2% | +7.9% |
| YTD | +25.4% | +93.6% | -68.1% | +9.8% |
| 1Y | +38.3% | +98.8% | -60.5% | +20.1% |
| 3Y | +84.1% | +73.6% | +10.5% | +60.9% |
| 5Y | +49.0% | +312.5% | -263.5% | +6.8% |
| 10Y | +141.8% | +161.0% | -19.2% | +64.3% |
| All | +145.4% | +28.7% | +116.7% | +98.2% |
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 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