+1,056.2%
CVS vs IEF
+129.1%
+927.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.8% |
| 7D | -1.6% | +0.1% | -1.6% | -1.5% |
| 30D | +0.4% | -0.7% | +1.1% | -0.2% |
| 3M | -0.4% | -0.4% | 0.0% | -0.8% |
| 6M | +25.1% | -2.5% | +27.6% | +22.6% |
| YTD | +23.9% | -1.6% | +25.5% | +22.3% |
| 1Y | +41.1% | -1.3% | +42.4% | +39.5% |
| 3Y | +63.6% | +10.1% | +53.5% | +77.8% |
| 5Y | +31.5% | -8.3% | +39.8% | +18.6% |
| 10Y | +40.5% | +4.5% | +36.0% | +47.0% |
| All | +1,056.2% | +129.1% | +927.1% | +2,760.6% |
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