+60.4%
CVS vs IBN
+385.6%
-325.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +6.6% | +1.9% | +4.7% | +6.2% |
| 30D | -0.4% | +22.1% | -22.6% | -4.2% |
| 3M | -5.3% | +17.1% | -22.4% | -8.2% |
| 6M | -7.7% | +35.5% | -43.3% | -13.0% |
| YTD | +16.0% | +16.8% | -0.8% | +12.1% |
| 1Y | +16.2% | +12.4% | +3.8% | +13.1% |
| 3Y | +47.6% | +58.0% | -10.5% | +32.7% |
| 5Y | +12.3% | +73.7% | -61.4% | -1.6% |
| All | +60.4% | +385.6% | -325.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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