+23.5%
IGV vs CVE
+317.2%
-293.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -4.5% | +2.5% | -7.0% | -4.9% |
| 30D | +3.2% | +16.7% | -13.5% | +0.7% |
| 3M | +4.5% | +9.3% | -4.7% | +2.8% |
| 6M | +22.1% | +43.6% | -21.5% | +14.2% |
| YTD | -1.0% | +93.6% | -94.6% | -12.5% |
| 1Y | -2.1% | +98.8% | -100.9% | -14.1% |
| 3Y | +44.6% | +73.6% | -29.0% | +26.3% |
| All | +23.5% | +317.2% | -293.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling