+40.0%
CVS vs IJR
+172.1%
-132.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -2.2% | -2.2% | 0.0% | -1.1% |
| 30D | -0.1% | -4.6% | +4.5% | +2.2% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | +26.9% | +14.7% | +12.2% | +18.2% |
| YTD | +22.1% | +18.9% | +3.2% | +11.6% |
| 1Y | +30.8% | +19.9% | +10.9% | +18.9% |
| 3Y | +54.4% | +53.0% | +1.4% | +21.8% |
| 5Y | +33.4% | +40.9% | -7.5% | +7.9% |
| All | +40.0% | +172.1% | -132.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling