+169.3%
IJH vs CVE
+149.3%
+20.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +2.3% | +5.9% | -3.6% | +1.1% |
| 30D | +2.1% | -10.9% | +12.9% | +4.2% |
| 3M | -5.7% | -4.5% | -1.1% | -5.2% |
| 6M | +1.4% | -1.0% | +2.4% | +0.6% |
| YTD | +12.6% | +74.7% | -62.1% | -1.5% |
| 1Y | +16.1% | +65.8% | -49.7% | +2.5% |
| 3Y | +57.8% | +73.2% | -15.4% | +35.4% |
| 5Y | +36.8% | +155.6% | -118.8% | +4.9% |
| All | +169.3% | +149.3% | +20.1% | +64.8% |
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