+313.7%
IVV vs CTAS
+658.8%
-345.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.0% | -1.0% | 0.0% | -0.6% |
| 3M | +3.9% | +15.8% | -11.9% | -3.8% |
| 6M | +14.5% | -1.0% | +15.5% | +13.8% |
| YTD | +12.9% | +7.4% | +5.5% | +7.8% |
| 1Y | +19.4% | -0.1% | +19.5% | +17.7% |
| 3Y | +78.8% | +66.3% | +12.5% | +33.9% |
| 5Y | +82.2% | +111.0% | -28.8% | +20.3% |
| 10Y | +313.7% | +662.9% | -349.2% | +57.5% |
| All | +313.7% | +658.8% | -345.2% | +57.5% |
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 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