+16.1%
IWM vs CVS
+17.5%
-1.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.8% |
| 7D | +0.3% | -2.6% | +2.9% | +0.4% |
| 30D | +0.6% | +4.0% | -3.5% | +0.3% |
| 3M | -6.2% | -6.3% | +0.1% | -5.9% |
| 6M | -0.8% | -0.4% | -0.4% | -0.8% |
| YTD | +14.8% | +15.6% | -0.8% | +11.9% |
| 1Y | +16.1% | +18.3% | -2.2% | +12.6% |
| All | +16.1% | +17.5% | -1.4% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling