+381.2%
IWF vs CVE
+132.7%
+248.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | -10.0% | +7.1% | -1.5% |
| 30D | -10.9% | -11.9% | +1.0% | -9.4% |
| 3M | -8.1% | -5.9% | -2.1% | -7.6% |
| 6M | -7.5% | -1.6% | -6.0% | -7.9% |
| YTD | -3.4% | +66.3% | -69.6% | -11.5% |
| 1Y | -5.0% | +57.5% | -62.5% | -12.3% |
| 3Y | +64.0% | +65.4% | -1.4% | +48.0% |
| 5Y | +56.8% | +144.2% | -87.4% | +31.0% |
| 10Y | +381.2% | +135.5% | +245.7% | +241.4% |
| All | +381.2% | +132.7% | +248.5% | +241.4% |
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