+808.3%
IWM vs CVS
+643.9%
+164.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | +4.0% | -3.9% | -1.3% |
| 30D | -1.3% | -2.4% | +1.1% | -0.6% |
| 3M | +1.6% | +2.7% | -1.0% | +0.3% |
| 6M | +13.6% | +21.9% | -8.3% | +5.2% |
| YTD | +20.8% | +24.7% | -4.0% | +10.1% |
| 1Y | +26.4% | +35.4% | -9.0% | +11.7% |
| 3Y | +60.7% | +65.2% | -4.5% | +26.9% |
| 5Y | +38.2% | +30.5% | +7.6% | +17.2% |
| 10Y | +169.5% | +40.4% | +129.1% | +112.1% |
| All | +808.3% | +643.9% | +164.3% | +301.5% |
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