-8.0%
IEF vs CVE
+156.5%
-164.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -1.9% | +4.6% | -6.5% | -1.8% |
| 30D | +1.1% | -12.0% | +13.1% | +0.8% |
| 3M | -1.9% | -3.8% | +1.8% | -2.0% |
| 6M | -2.4% | -2.7% | +0.4% | -2.3% |
| YTD | -3.0% | +73.6% | -76.6% | -1.6% |
| 1Y | -3.1% | +62.0% | -65.1% | -1.9% |
| 3Y | +10.7% | +72.7% | -62.0% | +12.5% |
| 5Y | -8.0% | +153.9% | -161.9% | -4.1% |
| All | -8.0% | +156.5% | -164.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling