+1,099.6%
IWF vs CVE
+89.9%
+1,009.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +0.5% | +2.5% | -2.0% | +0.1% |
| 30D | -0.4% | +16.7% | -17.1% | -3.1% |
| 3M | -2.6% | +9.3% | -11.9% | -4.4% |
| 6M | +9.1% | +43.6% | -34.4% | +1.6% |
| YTD | +4.5% | +93.6% | -89.1% | -8.0% |
| 1Y | +10.1% | +98.8% | -88.7% | -3.7% |
| 3Y | +77.6% | +73.6% | +4.0% | +56.3% |
| 5Y | +73.7% | +312.5% | -238.8% | +27.3% |
| 10Y | +411.5% | +161.0% | +250.5% | +255.8% |
| All | +1,099.6% | +89.9% | +1,009.7% | +755.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling