+41.9%
CVS vs IWD
+195.0%
-153.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -1.9% | -1.2% | -0.7% | -1.0% |
| 30D | -0.3% | -1.6% | +1.3% | +1.0% |
| 3M | -1.1% | +7.0% | -8.1% | -6.4% |
| 6M | +23.7% | +17.0% | +6.7% | +8.8% |
| YTD | +23.0% | +21.6% | +1.4% | +4.7% |
| 1Y | +37.2% | +28.0% | +9.2% | +11.9% |
| 3Y | +62.4% | +70.6% | -8.1% | +4.2% |
| 5Y | +31.8% | +73.3% | -41.5% | -17.1% |
| 10Y | +41.9% | +200.5% | -158.6% | -39.9% |
| All | +41.9% | +195.0% | -153.1% | -39.9% |
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