+201.0%
IP vs CVE
+89.9%
+111.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.5% |
| 7D | -5.3% | +2.5% | -7.8% | -5.9% |
| 30D | -10.9% | +16.7% | -27.6% | -14.3% |
| 3M | +11.2% | +9.3% | +1.9% | +7.8% |
| 6M | -10.2% | +43.6% | -53.8% | -19.6% |
| YTD | -2.0% | +93.6% | -95.6% | -18.9% |
| 1Y | -19.1% | +98.8% | -117.9% | -33.7% |
| 3Y | +20.9% | +73.6% | -52.7% | 0.0% |
| 5Y | -17.8% | +312.5% | -330.3% | -48.4% |
| 10Y | +23.5% | +161.0% | -137.5% | -26.5% |
| All | +201.0% | +89.9% | +111.1% | +83.3% |
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