-2.3%
IEF vs CVE
+60.9%
-63.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | 0.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +2.0% | -10.8% | +12.9% | +1.6% |
| 3M | -1.1% | -4.3% | +3.3% | -1.2% |
| 6M | -1.9% | -1.5% | -0.5% | -1.8% |
| YTD | -2.2% | +70.7% | -72.9% | -1.2% |
| 1Y | -2.3% | +58.1% | -60.4% | -1.4% |
| All | -2.3% | +60.9% | -63.3% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling