+40.0%
CVS vs IVZ
+65.9%
-25.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -2.2% | -2.4% | +0.2% | -1.6% |
| 30D | -0.1% | +3.0% | -3.1% | -0.9% |
| 3M | -5.2% | +14.9% | -20.1% | -8.7% |
| 6M | +26.9% | +36.7% | -9.9% | +16.8% |
| YTD | +22.1% | +25.7% | -3.6% | +14.5% |
| 1Y | +30.8% | +47.7% | -16.9% | +17.6% |
| 3Y | +54.4% | +138.8% | -84.4% | +19.2% |
| 5Y | +33.4% | +62.1% | -28.7% | +10.4% |
| All | +40.0% | +65.9% | -25.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling