+889.7%
CVS vs IAG
+303.8%
+585.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.5% |
| 7D | +6.6% | -7.7% | +14.2% | +6.7% |
| 30D | -0.4% | +1.6% | -2.0% | -0.5% |
| 3M | -5.3% | -2.4% | -2.8% | -5.3% |
| 6M | -7.7% | -7.8% | +0.1% | -7.8% |
| YTD | +16.0% | +5.0% | +11.0% | +15.5% |
| 1Y | +16.2% | +25.7% | -9.5% | +15.3% |
| 3Y | +47.6% | +694.5% | -646.9% | +40.8% |
| 5Y | +12.3% | +421.7% | -409.4% | +7.1% |
| 10Y | +62.4% | +382.5% | -320.1% | +52.4% |
| All | +889.7% | +303.8% | +585.9% | +812.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling