+134.5%
CVE vs IWD
+207.5%
-73.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -16.1% | -0.5% | -15.7% | -16.0% |
| 30D | -10.4% | +2.7% | -13.0% | -14.4% |
| 3M | -2.4% | +0.9% | -3.3% | -4.5% |
| 6M | -4.4% | +10.5% | -15.0% | -19.2% |
| YTD | +64.9% | +23.7% | +41.2% | +16.4% |
| 1Y | +66.0% | +28.7% | +37.3% | +10.0% |
| 3Y | +57.7% | +79.7% | -22.1% | -38.2% |
| 5Y | +144.7% | +69.7% | +75.0% | +5.0% |
| All | +134.5% | +207.5% | -73.0% | -51.8% |
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