+155.4%
IWM vs CVS
+57.7%
+97.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.9% |
| 7D | +0.3% | -2.6% | +2.9% | +0.6% |
| 30D | +0.6% | +4.0% | -3.5% | -1.0% |
| 3M | -6.2% | -6.3% | +0.1% | -5.1% |
| 6M | -0.8% | -0.4% | -0.4% | -1.7% |
| YTD | +14.8% | +15.6% | -0.8% | +7.6% |
| 1Y | +16.1% | +18.3% | -2.2% | +8.1% |
| 3Y | +71.5% | +47.3% | +24.3% | +43.4% |
| 5Y | +25.8% | +13.2% | +12.6% | +14.6% |
| 10Y | +155.4% | +57.2% | +98.2% | +94.7% |
| All | +155.4% | +57.7% | +97.7% | +94.7% |
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