-7.5%
IGV vs CART
+61.3%
-68.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -7.5% | +1.4% | -8.8% | -7.8% |
| 30D | -5.6% | +29.7% | -35.3% | -11.9% |
| 3M | +1.5% | +29.7% | -28.2% | -5.7% |
| 6M | +17.1% | +36.8% | -19.7% | +6.7% |
| YTD | -2.0% | +31.7% | -33.7% | -12.5% |
| 1Y | -7.5% | +62.4% | -69.9% | -20.9% |
| All | -7.5% | +61.3% | -68.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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