+362.3%
IGV vs CVE
+144.4%
+217.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -8.1% | -10.8% | +2.7% | -6.9% |
| 3M | -1.6% | -4.3% | +2.7% | -1.3% |
| 6M | +12.7% | -1.5% | +14.2% | +12.3% |
| YTD | -3.3% | +70.7% | -74.0% | -11.2% |
| 1Y | -7.9% | +58.1% | -66.0% | -14.6% |
| 3Y | +40.3% | +69.8% | -29.5% | +26.9% |
| 5Y | +17.3% | +148.9% | -131.6% | -0.9% |
| 10Y | +362.3% | +143.5% | +218.7% | +239.6% |
| All | +362.3% | +144.4% | +217.9% | +239.6% |
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