+165.3%
IWM vs CVS
+42.0%
+123.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.5% | -2.0% | -0.6% | -2.0% |
| 30D | -4.4% | +1.9% | -6.3% | -5.0% |
| 3M | +2.2% | -2.2% | +4.4% | +2.6% |
| 6M | +14.0% | +26.7% | -12.7% | +5.6% |
| YTD | +17.4% | +22.9% | -5.5% | +9.0% |
| 1Y | +22.9% | +32.9% | -10.0% | +11.2% |
| 3Y | +62.1% | +62.3% | -0.2% | +32.5% |
| 5Y | +38.2% | +34.2% | +3.9% | +19.3% |
| All | +165.3% | +42.0% | +123.3% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling