+1,011.0%
IGV vs CVE
+62.8%
+948.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.6% | -3.9% |
| 7D | -8.3% | -14.1% | +5.8% | -6.0% |
| 30D | -10.9% | -11.6% | +0.7% | -9.2% |
| 3M | -2.3% | 0.0% | -2.3% | -2.7% |
| 6M | +12.2% | -8.4% | +20.6% | +12.9% |
| YTD | -6.3% | +65.9% | -72.2% | -15.7% |
| 1Y | -11.4% | +69.4% | -80.8% | -20.7% |
| 3Y | +41.5% | +55.9% | -14.4% | +26.4% |
| 5Y | +12.8% | +146.2% | -133.4% | -9.9% |
| 10Y | +354.7% | +140.6% | +214.0% | +219.7% |
| All | +1,011.0% | +62.8% | +948.2% | +735.8% |
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