+13.7%
IGV vs CPRT
-14.6%
+28.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.7% |
| 7D | -0.4% | +1.6% | -2.1% | -1.4% |
| 30D | -9.9% | +18.8% | -28.7% | -18.9% |
| 3M | -1.2% | +9.4% | -10.6% | -7.6% |
| 6M | +11.3% | -4.4% | +15.7% | +11.9% |
| YTD | -4.0% | -17.1% | +13.1% | +5.6% |
| 1Y | -7.3% | -19.9% | +12.6% | +4.1% |
| 3Y | +42.8% | -30.5% | +73.3% | +67.7% |
| 5Y | +13.7% | -15.9% | +29.6% | +7.7% |
| All | +13.7% | -14.6% | +28.3% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling