+3,232.2%
CTAS vs IAG
+299.6%
+2,932.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.3% | +0.3% |
| 7D | +0.5% | -2.1% | +2.5% | +0.5% |
| 30D | +10.2% | -6.2% | +16.4% | +10.4% |
| 3M | +12.1% | -5.1% | +17.2% | +12.1% |
| 6M | +38.3% | -10.0% | +48.3% | +38.3% |
| YTD | +21.9% | +3.9% | +18.0% | +20.5% |
| 1Y | +24.0% | +18.9% | +5.2% | +21.8% |
| 3Y | +75.1% | +651.8% | -576.6% | +55.0% |
| 5Y | +116.9% | +416.3% | -299.3% | +91.6% |
| 10Y | +821.3% | +377.4% | +443.8% | +690.3% |
| All | +3,232.2% | +299.6% | +2,932.6% | +2,415.2% |
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 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