+42.8%
IGV vs CART
+39.2%
+3.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | -11.0% | +22.4% | -33.4% | -14.1% |
| 3M | -4.5% | +15.6% | -20.1% | -7.1% |
| 6M | +10.1% | +44.9% | -34.8% | +2.8% |
| YTD | -5.1% | +30.0% | -35.0% | -10.4% |
| 1Y | -10.2% | +56.6% | -66.9% | -17.6% |
| 3Y | +37.7% | +131.9% | -94.2% | +20.3% |
| All | +42.8% | +39.2% | +3.6% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling