+683.8%
CTAS vs IAG
+401.0%
+282.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | +1.0% | +1.7% | -0.7% | +0.9% |
| 30D | -1.1% | +11.4% | -12.5% | -1.5% |
| 3M | +11.5% | +33.0% | -21.5% | +10.0% |
| 6M | +0.2% | -6.0% | +6.2% | +0.1% |
| YTD | +7.2% | +24.6% | -17.4% | +5.5% |
| 1Y | 0.0% | +105.0% | -105.0% | -4.0% |
| 3Y | +65.9% | +837.9% | -772.0% | +46.9% |
| 5Y | +109.6% | +817.0% | -707.4% | +81.9% |
| 10Y | +683.8% | +425.3% | +258.4% | +579.0% |
| All | +683.8% | +401.0% | +282.8% | +579.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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