+162.3%
CVE vs IWD
+197.9%
-35.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.3% |
| 7D | +2.5% | -0.3% | +2.8% | +2.9% |
| 30D | +16.7% | +0.6% | +16.1% | +15.6% |
| 3M | +9.3% | +7.2% | +2.0% | -2.4% |
| 6M | +43.6% | +16.2% | +27.4% | +12.3% |
| YTD | +93.6% | +23.3% | +70.2% | +38.3% |
| 1Y | +98.8% | +29.6% | +69.2% | +31.3% |
| 3Y | +73.6% | +70.5% | +3.1% | -25.5% |
| 5Y | +312.5% | +73.5% | +239.0% | +72.5% |
| All | +162.3% | +197.9% | -35.6% | -39.1% |
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