+549.9%
IJH vs CVE
+61.8%
+488.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -1.7% | -16.1% | +14.5% | +2.2% |
| 30D | -0.9% | -10.4% | +9.5% | +1.3% |
| 3M | -5.8% | -2.4% | -3.4% | -5.7% |
| 6M | -2.8% | -4.4% | +1.6% | -3.0% |
| YTD | +10.1% | +64.9% | -54.8% | -4.1% |
| 1Y | +13.8% | +66.0% | -52.2% | -1.2% |
| 3Y | +53.2% | +57.7% | -4.5% | +31.8% |
| 5Y | +33.6% | +144.7% | -111.1% | -0.5% |
| 10Y | +183.0% | +139.2% | +43.7% | +76.6% |
| All | +549.9% | +61.8% | +488.1% | +328.3% |
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