+2,235.8%
CVS vs IRM
+9,772.9%
-7,537.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +6.6% | +6.8% | -0.2% | +5.1% |
| 30D | -0.4% | +2.6% | -3.0% | -1.3% |
| 3M | -5.3% | -9.5% | +4.2% | -3.8% |
| 6M | -7.7% | -8.5% | +0.8% | -6.7% |
| YTD | +16.0% | +40.3% | -24.2% | +6.5% |
| 1Y | +16.2% | +28.7% | -12.5% | +8.6% |
| 3Y | +47.6% | +111.8% | -64.3% | +19.9% |
| 5Y | +12.3% | +189.1% | -176.8% | -16.2% |
| 10Y | +62.4% | +519.8% | -457.4% | -0.8% |
| All | +2,235.8% | +9,772.9% | -7,537.0% | +894.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling