+135.8%
CVE vs IWD
+208.6%
-72.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | +1.1% |
| 7D | -14.1% | -0.9% | -13.2% | -13.4% |
| 30D | -11.6% | +2.6% | -14.3% | -15.5% |
| 3M | 0.0% | +1.2% | -1.2% | -2.7% |
| 6M | -8.4% | +12.1% | -20.5% | -24.3% |
| YTD | +65.9% | +24.1% | +41.8% | +16.4% |
| 1Y | +69.4% | +28.5% | +40.9% | +12.6% |
| 3Y | +55.9% | +79.5% | -23.6% | -38.7% |
| 5Y | +146.2% | +70.3% | +75.9% | +5.1% |
| All | +135.8% | +208.6% | -72.8% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling