+111.0%
CTAS vs IAG
+766.8%
-655.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | 0.0% | +4.3% | -4.3% | -0.3% |
| 30D | -1.0% | +9.8% | -10.8% | -1.6% |
| 3M | +15.8% | +28.9% | -13.1% | +13.9% |
| 6M | -1.0% | -7.6% | +6.6% | -0.9% |
| YTD | +7.4% | +22.0% | -14.5% | +5.2% |
| 1Y | -0.1% | +99.5% | -99.6% | -5.8% |
| 3Y | +66.3% | +818.3% | -752.0% | +37.3% |
| 5Y | +111.0% | +785.9% | -674.9% | +69.2% |
| All | +111.0% | +766.8% | -655.8% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling