+669.3%
CVS vs IWF
+727.1%
-57.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | +0.5% | +3.4% | +3.6% |
| 30D | -2.4% | -0.4% | -2.0% | -2.3% |
| 3M | +2.7% | -2.6% | +5.3% | +3.5% |
| 6M | +21.9% | +9.1% | +12.7% | +15.3% |
| YTD | +24.7% | +4.5% | +20.3% | +20.5% |
| 1Y | +35.4% | +10.1% | +25.4% | +26.8% |
| 3Y | +65.2% | +77.6% | -12.5% | +14.6% |
| 5Y | +30.5% | +73.7% | -43.2% | -10.8% |
| 10Y | +40.4% | +411.5% | -371.2% | -51.9% |
| All | +669.3% | +727.1% | -57.7% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling