+22.0%
IGV vs CTAS
+114.7%
-92.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +7.3% | +15.8% | -8.4% | -2.6% |
| 6M | +16.7% | -1.0% | +17.7% | +16.4% |
| YTD | -2.8% | +7.4% | -10.3% | -8.4% |
| 1Y | -6.7% | -0.1% | -6.5% | -7.9% |
| 3Y | +41.1% | +66.3% | -25.2% | -12.1% |
| 5Y | +22.0% | +111.0% | -89.0% | -39.8% |
| All | +22.0% | +114.7% | -92.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling