+743.7%
CVS vs IBN
+1,760.3%
-1,016.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +6.6% | +1.9% | +4.7% | +6.3% |
| 30D | -0.4% | +22.1% | -22.6% | -3.2% |
| 3M | -5.3% | +17.1% | -22.4% | -7.4% |
| 6M | -7.7% | +35.5% | -43.3% | -11.6% |
| YTD | +16.0% | +16.8% | -0.8% | +13.2% |
| 1Y | +16.2% | +12.4% | +3.8% | +13.9% |
| 3Y | +47.6% | +58.0% | -10.5% | +37.0% |
| 5Y | +12.3% | +73.7% | -61.4% | +2.5% |
| 10Y | +62.4% | +385.6% | -323.2% | +24.8% |
| All | +743.7% | +1,760.3% | -1,016.6% | +392.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling