+73.5%
CART vs IVZ
+115.4%
-42.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | -1.2% |
| 7D | +1.5% | +4.1% | -2.6% | +0.3% |
| 30D | +22.4% | -2.0% | +24.4% | +22.8% |
| 3M | +16.5% | -7.8% | +24.4% | +18.8% |
| 6M | +44.9% | +6.3% | +38.6% | +40.9% |
| YTD | +30.0% | +12.6% | +17.4% | +23.5% |
| 1Y | +59.1% | +27.6% | +31.4% | +44.6% |
| 3Y | +138.8% | +154.0% | -15.2% | +39.4% |
| All | +73.5% | +115.4% | -42.0% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling