+40.0%
CVS vs IWF
+422.7%
-382.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.0% |
| 7D | -2.2% | -0.9% | -1.2% | -1.8% |
| 30D | -0.1% | -1.7% | +1.7% | +0.6% |
| 3M | -5.2% | +0.7% | -5.9% | -5.8% |
| 6M | +26.9% | +8.6% | +18.3% | +21.7% |
| YTD | +22.1% | +3.5% | +18.6% | +19.3% |
| 1Y | +30.8% | +7.0% | +23.8% | +25.7% |
| 3Y | +54.4% | +76.3% | -21.9% | +13.6% |
| 5Y | +33.4% | +74.8% | -41.4% | -3.4% |
| All | +40.0% | +422.7% | -382.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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