+42.8%
IGV vs CPRT
-30.7%
+73.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | -0.4% | +1.6% | -2.1% | -1.0% |
| 30D | -9.9% | +18.8% | -28.7% | -15.6% |
| 3M | -1.2% | +9.4% | -10.6% | -5.0% |
| 6M | +11.3% | -4.4% | +15.7% | +12.6% |
| YTD | -4.0% | -17.1% | +13.1% | +3.3% |
| 1Y | -7.3% | -19.9% | +12.6% | +1.2% |
| 3Y | +42.8% | -30.5% | +73.3% | +63.6% |
| All | +42.8% | -30.7% | +73.5% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling