+738.6%
IVV vs CTAS
+3,000.4%
-2,261.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | -5.4% | +12.8% | -18.1% | -10.5% |
| 3M | -4.1% | +10.3% | -14.3% | -8.5% |
| 6M | +0.7% | +32.0% | -31.3% | -12.2% |
| YTD | +8.7% | +19.1% | -10.4% | -1.1% |
| 1Y | +11.0% | +21.5% | -10.5% | 0.0% |
| 3Y | +75.4% | +76.0% | -0.6% | +31.0% |
| 5Y | +68.3% | +110.9% | -42.5% | +15.1% |
| 10Y | +315.5% | +849.8% | -534.3% | +38.7% |
| All | +738.6% | +3,000.4% | -2,261.7% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling