+80.3%
IVV vs CART
+21.6%
+58.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.3% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | +0.1% | +12.6% | -12.5% | -1.0% |
| 3M | +2.0% | +23.1% | -21.1% | 0.0% |
| 6M | +13.0% | +39.5% | -26.5% | +9.2% |
| YTD | +13.6% | +13.5% | +0.1% | +11.8% |
| 1Y | +20.1% | +14.9% | +5.2% | +17.7% |
| All | +80.3% | +21.6% | +58.7% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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