+22.9%
IP vs CVE
+159.5%
-136.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -5.3% | +2.5% | -7.8% | -5.8% |
| 30D | -10.9% | +16.7% | -27.6% | -13.6% |
| 3M | +11.2% | +9.3% | +1.9% | +8.5% |
| 6M | -10.2% | +43.6% | -53.8% | -17.9% |
| YTD | -2.0% | +93.6% | -95.6% | -16.2% |
| 1Y | -19.1% | +98.8% | -117.9% | -31.3% |
| 3Y | +20.9% | +73.6% | -52.7% | +3.3% |
| 5Y | -17.8% | +312.5% | -330.3% | -43.4% |
| All | +22.9% | +159.5% | -136.5% | -25.5% |
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