+387.3%
IWF vs CVE
+149.3%
+238.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +2.8% | +5.9% | -3.1% | +2.0% |
| 30D | -7.5% | -10.9% | +3.3% | -6.2% |
| 3M | -8.5% | -4.5% | -4.0% | -8.2% |
| 6M | -7.4% | -1.0% | -6.4% | -7.9% |
| YTD | -2.6% | +74.7% | -77.4% | -11.4% |
| 1Y | -1.8% | +65.8% | -67.7% | -10.1% |
| 3Y | +65.5% | +73.2% | -7.7% | +48.3% |
| 5Y | +55.8% | +155.6% | -99.8% | +29.4% |
| All | +387.3% | +149.3% | +238.0% | +243.8% |
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