+10.3%
IEF vs CVE
+72.1%
-61.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -0.2% |
| 30D | -0.8% | +16.7% | -17.5% | -0.3% |
| 3M | -1.0% | +9.3% | -10.2% | -0.6% |
| 6M | -2.8% | +43.6% | -46.4% | -1.8% |
| YTD | -1.5% | +93.6% | -95.1% | +0.2% |
| 1Y | -0.4% | +98.8% | -99.2% | +1.4% |
| All | +10.3% | +72.1% | -61.7% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling