+41.1%
IGV vs CTAS
+65.1%
-23.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | 0.0% | -1.0% | +1.0% | +0.2% |
| 3M | +7.3% | +15.8% | -8.4% | +1.4% |
| 6M | +16.7% | -1.0% | +17.7% | +17.1% |
| YTD | -2.8% | +7.4% | -10.3% | -5.9% |
| 1Y | -6.7% | -0.1% | -6.5% | -6.8% |
| 3Y | +41.1% | +66.3% | -25.2% | +9.5% |
| All | +41.1% | +65.1% | -23.9% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling