+62.4%
CART vs IVZ
+30.5%
+31.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.6% | +1.2% |
| 7D | +1.4% | +2.6% | -1.3% | +1.1% |
| 30D | +29.7% | -3.5% | +33.1% | +30.0% |
| 3M | +29.7% | -7.4% | +37.1% | +30.6% |
| 6M | +36.8% | +14.7% | +22.1% | +34.2% |
| YTD | +31.7% | +14.6% | +17.0% | +32.3% |
| 1Y | +62.4% | +30.7% | +31.7% | +55.1% |
| All | +62.4% | +30.5% | +31.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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