+57.2%
CVS vs IWD
+203.8%
-146.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | +1.6% | -4.2% | -4.3% |
| 30D | +4.0% | +3.6% | +0.5% | +0.7% |
| 3M | -6.3% | +2.0% | -8.3% | -8.2% |
| 6M | -0.4% | +13.1% | -13.4% | -10.3% |
| YTD | +15.6% | +26.2% | -10.6% | -4.9% |
| 1Y | +18.3% | +29.6% | -11.3% | -4.8% |
| 3Y | +47.3% | +84.3% | -37.1% | -11.8% |
| 5Y | +13.2% | +73.4% | -60.3% | -29.2% |
| 10Y | +57.2% | +202.4% | -145.3% | -34.9% |
| All | +57.2% | +203.8% | -146.6% | -34.9% |
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