+938.5%
IGV vs CVS
+624.0%
+314.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.3% | +6.6% | -4.2% | +0.4% |
| 30D | -6.0% | -0.4% | -5.6% | -6.3% |
| 3M | -4.8% | -5.3% | +0.5% | -4.0% |
| 6M | +14.2% | -7.7% | +21.9% | +15.5% |
| YTD | -4.2% | +16.0% | -20.3% | -11.2% |
| 1Y | -5.3% | +16.2% | -21.5% | -12.3% |
| 3Y | +38.8% | +47.6% | -8.8% | +13.3% |
| 5Y | +14.2% | +12.3% | +1.9% | +1.3% |
| 10Y | +357.6% | +62.4% | +295.2% | +231.1% |
| All | +938.5% | +624.0% | +314.5% | +240.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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