+309.6%
IVV vs CTAS
+848.9%
-539.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -3.3% | +10.3% | -13.6% | -7.7% |
| 3M | -2.4% | +10.2% | -12.6% | -6.9% |
| 6M | +2.6% | +34.4% | -31.8% | -11.7% |
| YTD | +11.3% | +19.6% | -8.3% | +0.9% |
| 1Y | +13.4% | +21.8% | -8.4% | +1.8% |
| 3Y | +80.3% | +74.1% | +6.2% | +32.4% |
| 5Y | +72.7% | +114.0% | -41.3% | +13.2% |
| 10Y | +309.6% | +813.9% | -504.3% | +50.5% |
| All | +309.6% | +848.9% | -539.3% | +50.5% |
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