+49.1%
IJH vs CVE
+327.8%
-278.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -1.1% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -3.1% | +17.5% | -20.6% | -6.2% |
| 3M | +1.9% | +16.2% | -14.3% | -1.4% |
| 6M | +11.0% | +47.8% | -36.8% | +1.2% |
| YTD | +14.7% | +98.5% | -83.8% | -2.4% |
| 1Y | +15.6% | +109.8% | -94.2% | -3.2% |
| 3Y | +52.5% | +75.5% | -22.9% | +29.1% |
| 5Y | +49.1% | +341.6% | -292.5% | +1.6% |
| All | +49.1% | +327.8% | -278.7% | +1.6% |
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