+973.2%
IGV vs CPRT
+2,853.6%
-1,880.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.5% | +2.2% | -6.7% | -5.3% |
| 30D | +3.2% | +16.6% | -13.4% | -3.5% |
| 3M | +4.5% | +9.6% | -5.1% | -0.3% |
| 6M | +22.1% | -11.1% | +33.2% | +26.8% |
| YTD | -1.0% | -13.9% | +12.8% | +3.9% |
| 1Y | -2.1% | -32.5% | +30.4% | +13.4% |
| 3Y | +44.6% | -25.0% | +69.6% | +59.0% |
| 5Y | +22.2% | -7.4% | +29.5% | +23.3% |
| 10Y | +364.7% | +422.0% | -57.3% | +146.9% |
| All | +973.2% | +2,853.6% | -1,880.4% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling