+5.6%
IEF vs CVE
+136.1%
-130.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +0.1% | -16.1% | +16.2% | -0.3% |
| 30D | +3.1% | -10.4% | +13.5% | +2.9% |
| 3M | -0.5% | -2.4% | +1.9% | -0.5% |
| 6M | -1.6% | -4.4% | +2.8% | -1.6% |
| YTD | -1.6% | +64.9% | -66.5% | -0.4% |
| 1Y | -1.5% | +66.0% | -67.5% | -0.3% |
| 3Y | +12.4% | +57.7% | -45.2% | +13.9% |
| 5Y | -7.5% | +144.7% | -152.2% | -5.0% |
| All | +5.6% | +136.1% | -130.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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