+354.8%
IGV vs CVE
+136.7%
+218.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -0.4% | -10.1% | +9.6% | +0.9% |
| 30D | -9.9% | -12.1% | +2.2% | -8.5% |
| 3M | -1.2% | -1.9% | +0.7% | -1.2% |
| 6M | +11.3% | -1.8% | +13.2% | +10.9% |
| YTD | -4.0% | +65.8% | -69.8% | -11.6% |
| 1Y | -7.3% | +60.8% | -68.2% | -14.3% |
| 3Y | +42.8% | +70.1% | -27.4% | +29.1% |
| 5Y | +13.7% | +134.8% | -121.1% | -3.2% |
| 10Y | +354.8% | +130.1% | +224.7% | +234.7% |
| All | +354.8% | +136.7% | +218.1% | +234.7% |
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