+963.9%
CVS vs IAG
+377.5%
+586.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +4.0% | -0.5% | +4.5% | +4.0% |
| 30D | -2.4% | +28.9% | -31.3% | -2.9% |
| 3M | +2.7% | +19.1% | -16.5% | +2.2% |
| 6M | +21.9% | -10.3% | +32.1% | +21.9% |
| YTD | +24.7% | +24.2% | +0.6% | +23.9% |
| 1Y | +35.4% | +116.5% | -81.0% | +33.1% |
| 3Y | +65.2% | +742.8% | -677.6% | +57.5% |
| 5Y | +30.5% | +753.3% | -722.8% | +23.4% |
| 10Y | +40.4% | +403.2% | -362.8% | +31.6% |
| All | +963.9% | +377.5% | +586.4% | +878.4% |
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