+60.4%
CVS vs IWD
+203.0%
-142.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +6.6% | +2.3% | +4.3% | +4.7% |
| 30D | -0.4% | +3.6% | -4.0% | -3.6% |
| 3M | -5.3% | +2.2% | -7.4% | -7.3% |
| 6M | -7.7% | +13.0% | -20.7% | -16.8% |
| YTD | +16.0% | +26.5% | -10.5% | -4.8% |
| 1Y | +16.2% | +30.1% | -13.9% | -6.8% |
| 3Y | +47.6% | +84.9% | -37.3% | -11.8% |
| 5Y | +12.3% | +73.4% | -61.0% | -29.7% |
| All | +60.4% | +203.0% | -142.6% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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