+1,878.9%
CVS vs IFF
+833.5%
+1,045.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | -1.9% | -3.0% | +1.1% | -1.0% |
| 30D | -0.3% | -0.9% | +0.6% | -0.1% |
| 3M | -1.1% | +11.8% | -13.0% | -4.9% |
| 6M | +23.7% | +16.5% | +7.2% | +16.6% |
| YTD | +23.0% | +26.5% | -3.5% | +12.9% |
| 1Y | +37.2% | +32.7% | +4.5% | +23.8% |
| 3Y | +62.4% | +32.0% | +30.4% | +42.4% |
| 5Y | +31.8% | -36.1% | +67.9% | +39.9% |
| 10Y | +41.9% | -20.1% | +62.0% | +33.7% |
| All | +1,878.9% | +833.5% | +1,045.5% | +614.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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