+56.7%
CVS vs IBN
+28.0%
+28.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.5% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +0.4% | -2.3% | +2.7% | +0.5% |
| 3M | -0.4% | +15.9% | -16.3% | -1.3% |
| 6M | +25.1% | +5.6% | +19.6% | +24.4% |
| YTD | +23.9% | -0.1% | +24.0% | +23.4% |
| 1Y | +41.1% | -6.5% | +47.6% | +41.1% |
| All | +56.7% | +28.0% | +28.6% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling