+669.3%
CVS vs IWD
+726.5%
-57.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +4.0% | -0.3% | +4.2% | +4.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.8% |
| 3M | +2.7% | +7.2% | -4.6% | -2.5% |
| 6M | +21.9% | +16.2% | +5.7% | +9.2% |
| YTD | +24.7% | +23.3% | +1.4% | +7.0% |
| 1Y | +35.4% | +29.6% | +5.9% | +12.1% |
| 3Y | +65.2% | +70.5% | -5.3% | +11.8% |
| 5Y | +30.5% | +73.5% | -42.9% | -13.1% |
| 10Y | +40.4% | +198.3% | -157.9% | -36.1% |
| All | +669.3% | +726.5% | -57.2% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling