+770.9%
IWM vs CVS
+593.3%
+177.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.3% | +12.0% | -12.3% | -4.0% |
| 30D | +1.9% | +2.8% | -0.9% | +0.3% |
| 3M | -5.7% | -3.6% | -2.1% | -5.4% |
| 6M | -0.3% | -1.6% | +1.3% | -1.0% |
| YTD | +15.8% | +16.3% | -0.5% | +7.3% |
| 1Y | +17.1% | +15.5% | +1.6% | +8.7% |
| 3Y | +73.1% | +48.1% | +25.0% | +41.1% |
| 5Y | +25.9% | +12.3% | +13.5% | +11.9% |
| 10Y | +151.9% | +62.7% | +89.2% | +87.0% |
| All | +770.9% | +593.3% | +177.6% | +291.2% |
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 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