+2,411.0%
CVS vs IRM
+9,964.6%
-7,553.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | +4.0% | -0.5% | +4.4% | +4.0% |
| 30D | -2.4% | -8.1% | +5.7% | -0.7% |
| 3M | +2.7% | -9.7% | +12.3% | +4.6% |
| 6M | +21.9% | +10.0% | +11.9% | +18.7% |
| YTD | +24.7% | +43.0% | -18.3% | +14.6% |
| 1Y | +35.4% | +32.7% | +2.8% | +26.1% |
| 3Y | +65.2% | +102.7% | -37.5% | +36.2% |
| 5Y | +30.5% | +187.6% | -157.0% | -2.1% |
| 10Y | +40.4% | +420.1% | -379.7% | -10.8% |
| All | +2,411.0% | +9,964.6% | -7,553.5% | +969.6% |
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