+929.7%
IGV vs CPRT
+2,729.2%
-1,799.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | -2.3% | +4.0% | -6.3% | -3.9% |
| 30D | -11.0% | +18.2% | -29.2% | -17.2% |
| 3M | -4.5% | +9.2% | -13.6% | -8.8% |
| 6M | +10.1% | -4.8% | +14.9% | +10.3% |
| YTD | -5.1% | -17.5% | +12.4% | +0.8% |
| 1Y | -10.2% | -22.0% | +11.8% | -2.6% |
| 3Y | +37.7% | -33.7% | +71.5% | +58.3% |
| 5Y | +15.7% | -15.0% | +30.7% | +20.1% |
| 10Y | +357.1% | +385.2% | -28.1% | +148.2% |
| All | +929.7% | +2,729.2% | -1,799.5% | +200.3% |
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