+652.8%
CVS vs IJR
+1,125.8%
-473.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -2.2% | -2.2% | 0.0% | -1.0% |
| 30D | -0.1% | -4.6% | +4.5% | +2.4% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | +26.9% | +14.7% | +12.2% | +17.5% |
| YTD | +22.1% | +18.9% | +3.2% | +10.9% |
| 1Y | +30.8% | +19.9% | +10.9% | +18.0% |
| 3Y | +54.4% | +53.0% | +1.4% | +19.8% |
| 5Y | +33.4% | +40.9% | -7.5% | +6.2% |
| 10Y | +40.8% | +171.1% | -130.2% | -24.9% |
| All | +652.8% | +1,125.8% | -473.0% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling