+32.2%
CVS vs IEF
-9.5%
+41.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.2% | -1.3% | -0.8% | -2.3% |
| 30D | -0.1% | -1.7% | +1.7% | -0.2% |
| 3M | -5.2% | -2.5% | -2.7% | -5.4% |
| 6M | +26.9% | -3.3% | +30.1% | +26.6% |
| YTD | +22.1% | -2.8% | +24.9% | +21.8% |
| 1Y | +30.8% | -2.7% | +33.5% | +30.5% |
| 3Y | +54.4% | +8.9% | +45.5% | +55.8% |
| All | +32.2% | -9.5% | +41.7% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling