+776.1%
IVV vs CTAS
+2,695.2%
-1,919.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.9% |
| 30D | +0.1% | -0.2% | +0.3% | +0.1% |
| 3M | +2.0% | +11.7% | -9.7% | -3.8% |
| 6M | +13.0% | +0.7% | +12.3% | +11.4% |
| YTD | +13.6% | +7.4% | +6.2% | +8.6% |
| 1Y | +20.1% | -2.1% | +22.2% | +19.4% |
| 3Y | +77.6% | +62.9% | +14.7% | +37.5% |
| 5Y | +82.5% | +111.9% | -29.4% | +24.8% |
| 10Y | +316.5% | +652.2% | -335.7% | +54.5% |
| All | +776.1% | +2,695.2% | -1,919.1% | +63.1% |
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