+973.2%
IGV vs CVS
+678.3%
+294.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -4.5% | +4.0% | -8.5% | -5.7% |
| 30D | +3.2% | -2.4% | +5.6% | +3.8% |
| 3M | +4.5% | +2.7% | +1.9% | +3.2% |
| 6M | +22.1% | +21.9% | +0.2% | +13.3% |
| YTD | -1.0% | +24.7% | -25.8% | -9.6% |
| 1Y | -2.1% | +35.4% | -37.6% | -13.3% |
| 3Y | +44.6% | +65.2% | -20.6% | +14.4% |
| 5Y | +22.2% | +30.5% | -8.4% | +3.4% |
| 10Y | +364.7% | +40.4% | +324.4% | +259.6% |
| All | +973.2% | +678.3% | +294.9% | +246.4% |
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