+20.0%
IWM vs CVE
+142.8%
-122.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -2.0% | -16.1% | +14.1% | +1.4% |
| 30D | -1.5% | -10.4% | +8.9% | +0.5% |
| 3M | -8.0% | -2.4% | -5.6% | -8.2% |
| 6M | -4.1% | -4.4% | +0.3% | -4.4% |
| YTD | +11.9% | +64.9% | -53.0% | -3.2% |
| 1Y | +15.0% | +66.0% | -51.0% | -0.8% |
| 3Y | +64.2% | +57.7% | +6.5% | +39.3% |
| All | +20.0% | +142.8% | -122.8% | -9.6% |
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