+374.9%
IWF vs CVE
+136.1%
+238.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | -5.0% | -16.1% | +11.1% | -2.7% |
| 30D | -13.2% | -10.4% | -2.8% | -12.0% |
| 3M | -9.4% | -2.4% | -7.1% | -9.4% |
| 6M | -8.6% | -4.4% | -4.1% | -8.6% |
| YTD | -5.3% | +64.9% | -70.3% | -13.1% |
| 1Y | -5.0% | +66.0% | -71.0% | -13.0% |
| 3Y | +64.6% | +57.7% | +7.0% | +49.5% |
| 5Y | +50.8% | +144.7% | -93.9% | +25.9% |
| All | +374.9% | +136.1% | +238.8% | +237.3% |
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