+983.0%
CVS vs IEF
+125.4%
+857.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.6% |
| 7D | +6.6% | -2.0% | +8.5% | +4.9% |
| 30D | -0.4% | +0.7% | -1.2% | +0.2% |
| 3M | -5.3% | -2.5% | -2.8% | -7.1% |
| 6M | -7.7% | -2.6% | -5.1% | -9.6% |
| YTD | +16.0% | -3.2% | +19.2% | +13.0% |
| 1Y | +16.2% | -3.0% | +19.3% | +13.4% |
| 3Y | +47.6% | +10.5% | +37.0% | +61.2% |
| 5Y | +12.3% | -8.2% | +20.5% | +1.8% |
| 10Y | +62.4% | +6.7% | +55.7% | +73.9% |
| All | +983.0% | +125.4% | +857.6% | +2,544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling