+177.1%
IJH vs CVE
+177.3%
-0.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -2.5% | +1.6% | -4.1% | -2.8% |
| 30D | -5.0% | +11.7% | -16.8% | -7.2% |
| 3M | +0.5% | +18.2% | -17.6% | -3.3% |
| 6M | +8.2% | +48.8% | -40.6% | -1.3% |
| YTD | +12.5% | +99.4% | -86.9% | -3.9% |
| 1Y | +14.4% | +97.9% | -83.5% | -2.4% |
| 3Y | +49.5% | +76.3% | -26.8% | +28.2% |
| 5Y | +47.8% | +344.6% | -296.8% | +1.4% |
| All | +177.1% | +177.3% | -0.2% | +66.1% |
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