+50.7%
IWF vs CVE
+142.8%
-92.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.3% |
| 7D | -5.0% | -16.1% | +11.1% | -2.6% |
| 30D | -13.2% | -10.4% | -2.8% | -12.0% |
| 3M | -9.4% | -2.4% | -7.1% | -9.5% |
| 6M | -8.6% | -4.4% | -4.1% | -8.6% |
| YTD | -5.3% | +64.9% | -70.3% | -14.5% |
| 1Y | -5.0% | +66.0% | -71.0% | -14.5% |
| 3Y | +64.6% | +57.7% | +7.0% | +45.2% |
| All | +50.7% | +142.8% | -92.1% | +21.6% |
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