-8.4%
IP vs CVE
+157.6%
-166.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.6% | +9.2% | +2.6% |
| 7D | +3.4% | -12.1% | +15.5% | +5.1% |
| 30D | +11.2% | -9.8% | +21.0% | +12.6% |
| 3M | -14.8% | -0.7% | -14.1% | -15.2% |
| 6M | +17.3% | -4.3% | +21.6% | +16.8% |
| YTD | -6.2% | +70.6% | -76.8% | -18.0% |
| 1Y | +2.3% | +73.2% | -70.8% | -10.9% |
| 3Y | +17.7% | +60.3% | -42.7% | +0.6% |
| 5Y | -8.4% | +159.3% | -167.7% | -28.4% |
| All | -8.4% | +157.6% | -166.1% | -28.4% |
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