+941.3%
IGV vs CPRT
+2,742.3%
-1,801.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | -0.4% | +1.6% | -2.1% | -1.2% |
| 30D | -9.9% | +18.8% | -28.7% | -16.5% |
| 3M | -1.2% | +9.4% | -10.6% | -5.8% |
| 6M | +11.3% | -4.4% | +15.7% | +11.4% |
| YTD | -4.0% | -17.1% | +13.1% | +1.7% |
| 1Y | -7.3% | -19.9% | +12.6% | -0.5% |
| 3Y | +42.8% | -30.5% | +73.3% | +60.8% |
| 5Y | +13.7% | -15.9% | +29.6% | +18.5% |
| 10Y | +354.8% | +386.7% | -31.9% | +146.6% |
| All | +941.3% | +2,742.3% | -1,801.1% | +203.1% |
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