+41.0%
CVS vs IRM
+430.1%
-389.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | +1.9% | -7.8% | +9.7% | +3.5% |
| 3M | -2.2% | -7.9% | +5.7% | -0.7% |
| 6M | +26.7% | +6.3% | +20.4% | +24.2% |
| YTD | +22.9% | +38.2% | -15.3% | +13.5% |
| 1Y | +32.9% | +19.8% | +13.1% | +26.2% |
| 3Y | +62.3% | +98.8% | -36.5% | +29.5% |
| 5Y | +34.2% | +191.8% | -157.5% | -6.2% |
| All | +41.0% | +430.1% | -389.1% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IRM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling