+356.3%
IGV vs CTAS
+675.6%
-319.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -5.4% | -1.3% | -4.1% | -4.7% |
| 30D | -2.6% | -3.1% | +0.5% | -1.1% |
| 3M | +10.5% | +10.3% | +0.2% | +4.3% |
| 6M | +18.2% | +1.6% | +16.5% | +15.8% |
| YTD | -4.2% | +6.3% | -10.5% | -8.6% |
| 1Y | -9.8% | -0.5% | -9.3% | -11.1% |
| 3Y | +39.1% | +64.6% | -25.5% | +1.5% |
| 5Y | +21.2% | +106.0% | -84.8% | -21.4% |
| All | +356.3% | +675.6% | -319.3% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling