+364.4%
IGV vs CPRT
+410.9%
-46.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.1% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -3.0% | +8.2% | -11.3% | -7.7% |
| 3M | +9.6% | +2.3% | +7.3% | +6.7% |
| 6M | +16.1% | -14.7% | +30.9% | +25.0% |
| YTD | -3.6% | -18.2% | +14.6% | +5.8% |
| 1Y | -7.8% | -33.4% | +25.5% | +13.5% |
| 3Y | +40.0% | -28.3% | +68.3% | +61.6% |
| 5Y | +21.2% | -9.8% | +31.0% | +20.4% |
| 10Y | +364.4% | +412.4% | -48.0% | +116.9% |
| All | +364.4% | +410.9% | -46.5% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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