+177.9%
IJH vs CVE
+132.7%
+45.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | 0.0% | -10.0% | +10.0% | +2.0% |
| 30D | +1.0% | -11.9% | +12.8% | +3.3% |
| 3M | -4.1% | -5.9% | +1.8% | -3.3% |
| 6M | +0.7% | -1.6% | +2.3% | 0.0% |
| YTD | +13.2% | +66.3% | -53.1% | 0.0% |
| 1Y | +14.9% | +57.5% | -42.6% | +2.5% |
| 3Y | +58.4% | +65.4% | -7.0% | +37.2% |
| 5Y | +38.7% | +144.2% | -105.5% | +7.4% |
| 10Y | +177.9% | +135.5% | +42.4% | +71.8% |
| All | +177.9% | +132.7% | +45.2% | +71.8% |
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 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