+40.7%
IGV vs CART
+38.4%
+2.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.2% | +3.0% | -8.1% | -5.7% |
| 30D | -10.0% | +28.6% | -38.5% | -13.9% |
| 3M | -0.5% | +29.1% | -29.6% | -5.1% |
| 6M | +12.6% | +44.7% | -32.1% | +5.1% |
| YTD | -6.4% | +29.2% | -35.6% | -11.6% |
| 1Y | -9.5% | +66.2% | -75.7% | -17.6% |
| 3Y | +41.7% | +112.8% | -71.1% | +24.3% |
| All | +40.7% | +38.4% | +2.4% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling