+62.8%
CVE vs IWD
+551.7%
-488.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | +0.9% |
| 7D | -14.1% | -0.9% | -13.2% | -13.4% |
| 30D | -11.6% | +2.6% | -14.3% | -15.3% |
| 3M | 0.0% | +1.2% | -1.2% | -2.6% |
| 6M | -8.4% | +12.1% | -20.5% | -23.7% |
| YTD | +65.9% | +24.1% | +41.8% | +18.4% |
| 1Y | +69.4% | +28.5% | +40.9% | +14.8% |
| 3Y | +55.9% | +79.5% | -23.6% | -35.3% |
| 5Y | +146.2% | +70.3% | +75.9% | +10.7% |
| 10Y | +140.6% | +212.5% | -71.9% | -45.1% |
| All | +62.8% | +551.7% | -488.9% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling