+111.8%
IEMG vs CVE
+9.7%
+102.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | -2.8% | -16.1% | +13.4% | +0.2% |
| 30D | -12.0% | -10.4% | -1.6% | -10.5% |
| 3M | -9.0% | -2.4% | -6.6% | -9.0% |
| 6M | -11.8% | -4.4% | -7.4% | -11.9% |
| YTD | +8.3% | +64.9% | -56.7% | -2.8% |
| 1Y | +9.6% | +66.0% | -56.4% | -1.8% |
| 3Y | +62.3% | +57.7% | +4.6% | +44.0% |
| 5Y | +33.5% | +144.7% | -111.2% | +5.5% |
| 10Y | +116.7% | +139.2% | -22.5% | +48.4% |
| All | +111.8% | +9.7% | +102.2% | +75.4% |
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