+738.6%
IVV vs CVS
+561.3%
+177.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.5% |
| 7D | -2.7% | -7.1% | +4.4% | -1.1% |
| 30D | -5.4% | -4.0% | -1.4% | -4.8% |
| 3M | -4.1% | -12.2% | +8.2% | -1.1% |
| 6M | +0.7% | -2.2% | +2.9% | +0.2% |
| YTD | +8.7% | +8.9% | -0.2% | +3.8% |
| 1Y | +11.0% | +9.9% | +1.1% | +5.5% |
| 3Y | +75.4% | +32.1% | +43.3% | +51.8% |
| 5Y | +68.3% | +5.7% | +62.7% | +54.7% |
| 10Y | +315.5% | +39.0% | +276.5% | +234.2% |
| All | +738.6% | +561.3% | +177.3% | +312.6% |
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