+41.0%
CVS vs IAG
+423.2%
-382.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | +1.9% | +10.6% | -8.7% | +1.8% |
| 3M | -2.2% | +35.4% | -37.6% | -2.4% |
| 6M | +26.7% | -9.5% | +36.3% | +26.7% |
| YTD | +22.9% | +21.8% | +1.0% | +22.6% |
| 1Y | +32.9% | +84.1% | -51.2% | +32.5% |
| 3Y | +62.3% | +817.4% | -755.1% | +61.6% |
| 5Y | +34.2% | +830.1% | -795.9% | +33.0% |
| All | +41.0% | +423.2% | -382.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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