+2,836.0%
CTAS vs IAG
+377.5%
+2,458.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -0.2% | +28.9% | -29.1% | -1.4% |
| 3M | +11.7% | +19.1% | -7.5% | +10.5% |
| 6M | +0.7% | -10.3% | +11.0% | +0.8% |
| YTD | +7.4% | +24.2% | -16.8% | +5.5% |
| 1Y | -2.1% | +116.5% | -118.6% | -6.6% |
| 3Y | +62.9% | +742.8% | -679.9% | +43.6% |
| 5Y | +111.9% | +753.3% | -641.5% | +83.2% |
| 10Y | +652.2% | +403.2% | +249.0% | +543.2% |
| All | +2,836.0% | +377.5% | +2,458.5% | +2,101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling