+343.0%
IGV vs CVE
+136.1%
+206.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.1% |
| 7D | -5.2% | -16.1% | +10.9% | -3.0% |
| 30D | -10.0% | -10.4% | +0.4% | -8.8% |
| 3M | -0.5% | -2.4% | +1.8% | -0.5% |
| 6M | +12.6% | -4.4% | +17.0% | +12.6% |
| YTD | -6.4% | +64.9% | -71.4% | -13.7% |
| 1Y | -9.5% | +66.0% | -75.6% | -16.7% |
| 3Y | +41.7% | +57.7% | -16.0% | +29.4% |
| 5Y | +12.7% | +144.7% | -132.1% | -4.6% |
| All | +343.0% | +136.1% | +206.9% | +226.1% |
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