+44.4%
IGV vs CART
+39.2%
+5.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | -9.9% | +22.4% | -32.4% | -13.1% |
| 3M | -1.2% | +16.5% | -17.7% | -4.0% |
| 6M | +11.3% | +44.9% | -33.6% | +4.0% |
| YTD | -4.0% | +30.0% | -34.0% | -9.4% |
| 1Y | -7.3% | +59.1% | -66.4% | -15.1% |
| 3Y | +42.8% | +138.8% | -96.0% | +24.5% |
| All | +44.4% | +39.2% | +5.2% | +26.1% |
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