+1,890.1%
CVS vs IVZ
+973.1%
+917.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.0% |
| 7D | +6.6% | +7.6% | -1.0% | +4.9% |
| 30D | -0.4% | +4.3% | -4.8% | -1.7% |
| 3M | -5.3% | -9.3% | +4.1% | -3.8% |
| 6M | -7.7% | +5.2% | -13.0% | -9.5% |
| YTD | +16.0% | +13.4% | +2.6% | +11.6% |
| 1Y | +16.2% | +25.4% | -9.2% | +9.3% |
| 3Y | +47.6% | +152.5% | -104.9% | +16.6% |
| 5Y | +12.3% | +36.7% | -24.4% | -1.3% |
| 10Y | +62.4% | +45.0% | +17.4% | +31.5% |
| All | +1,890.1% | +973.1% | +917.0% | +760.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling