+5.6%
CVS vs IP
+2.3%
+3.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.5% | -14.0% | -12.7% |
| 7D | -11.1% | +3.4% | -14.5% | -11.5% |
| 30D | -7.4% | +11.2% | -18.7% | -8.6% |
| 3M | -22.9% | -14.8% | -8.1% | -21.6% |
| 6M | -1.2% | +17.3% | -18.5% | -3.6% |
| YTD | +3.9% | -6.2% | +10.0% | +3.5% |
| 1Y | +5.6% | +2.3% | +3.2% | +2.9% |
| All | +5.6% | +2.3% | +3.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling