+7.6%
IEF vs CVE
+136.7%
-129.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.3% | -10.1% | +10.4% | +0.1% |
| 30D | +2.7% | -12.1% | +14.8% | +2.4% |
| 3M | -0.8% | -1.9% | +1.1% | -0.8% |
| 6M | -1.7% | -1.8% | +0.2% | -1.6% |
| YTD | -1.6% | +65.8% | -67.4% | -0.5% |
| 1Y | -1.6% | +60.8% | -62.4% | -0.5% |
| 3Y | +12.4% | +70.1% | -57.8% | +14.0% |
| 5Y | -7.6% | +134.8% | -142.4% | -5.2% |
| 10Y | +7.6% | +130.1% | -122.5% | +12.4% |
| All | +7.6% | +136.7% | -129.1% | +12.4% |
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