+691.0%
CVS vs IYR
+699.9%
-8.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | +0.4% | -2.5% | +2.9% | +1.4% |
| 3M | -0.4% | +1.5% | -1.9% | -1.0% |
| 6M | +25.1% | +3.9% | +21.3% | +23.2% |
| YTD | +23.9% | +9.5% | +14.4% | +19.3% |
| 1Y | +41.1% | +7.5% | +33.6% | +36.9% |
| 3Y | +63.6% | +30.8% | +32.8% | +45.5% |
| 5Y | +31.5% | +4.8% | +26.7% | +26.4% |
| 10Y | +40.5% | +64.3% | -23.8% | +12.1% |
| All | +691.0% | +699.9% | -8.8% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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