+73.2%
CVE vs IWD
+33.0%
+40.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.6% | -10.2% | -6.8% |
| 7D | -12.1% | +2.5% | -14.6% | -11.3% |
| 30D | -9.8% | +6.0% | -15.8% | -8.7% |
| 3M | -0.7% | +3.8% | -4.5% | +0.3% |
| 6M | -4.3% | +16.3% | -20.7% | -4.1% |
| YTD | +70.6% | +27.5% | +43.1% | +65.8% |
| 1Y | +73.2% | +32.8% | +40.3% | +64.9% |
| All | +73.2% | +33.0% | +40.1% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling