+47.6%
CVS vs IEF
+10.9%
+36.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +6.6% | -2.0% | +8.5% | +6.3% |
| 30D | -0.4% | +0.7% | -1.2% | -0.6% |
| 3M | -5.3% | -2.5% | -2.8% | -5.7% |
| 6M | -7.7% | -2.6% | -5.1% | -8.1% |
| YTD | +16.0% | -3.2% | +19.2% | +15.5% |
| 1Y | +16.2% | -3.0% | +19.3% | +15.7% |
| 3Y | +47.6% | +10.5% | +37.0% | +49.8% |
| All | +47.6% | +10.9% | +36.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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