+11.7%
IVV vs CTAS
+22.8%
-11.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | -3.3% | +10.3% | -13.6% | -3.7% |
| 3M | -2.4% | +10.2% | -12.6% | -2.8% |
| 6M | +2.6% | +34.4% | -31.8% | -0.3% |
| YTD | +11.3% | +19.6% | -8.3% | +10.4% |
| All | +11.7% | +22.8% | -11.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling