+39.3%
IGV vs CART
+137.7%
-98.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.4% |
| 3M | -1.2% | +16.5% | -17.7% | -4.3% |
| 6M | +11.3% | +44.9% | -33.6% | +3.2% |
| YTD | -4.0% | +30.0% | -34.0% | -9.9% |
| 1Y | -7.3% | +59.1% | -66.4% | -15.9% |
| All | +39.3% | +137.7% | -98.4% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling