+119.5%
CTAS vs IAG
+461.2%
-341.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -0.8% | +3.4% | -4.2% | -1.0% |
| 30D | +10.7% | -2.7% | +13.4% | +10.7% |
| 3M | +11.0% | -0.5% | +11.5% | +10.8% |
| 6M | +38.7% | -4.8% | +43.6% | +38.5% |
| YTD | +21.8% | +9.6% | +12.2% | +19.6% |
| 1Y | +23.6% | +32.2% | -8.6% | +19.7% |
| 3Y | +74.9% | +692.5% | -617.6% | +44.0% |
| 5Y | +119.5% | +447.6% | -328.1% | +76.4% |
| All | +119.5% | +461.2% | -341.7% | +76.4% |
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