+47.8%
CVS vs IRM
+109.6%
-61.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +12.0% | -5.3% | +17.2% | +11.9% |
| 30D | +2.8% | -2.3% | +5.1% | +2.7% |
| 3M | -3.6% | -7.4% | +3.9% | -3.5% |
| 6M | -1.6% | -12.2% | +10.6% | -1.4% |
| YTD | +16.3% | +38.6% | -22.4% | +15.6% |
| 1Y | +15.5% | +14.9% | +0.6% | +14.4% |
| All | +47.8% | +109.6% | -61.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling