+662.9%
CTAS vs IBB
+122.6%
+540.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.1% |
| 7D | 0.0% | -1.7% | +1.6% | +0.8% |
| 30D | -1.0% | +4.9% | -5.9% | -3.6% |
| 3M | +15.8% | +24.2% | -8.5% | +3.1% |
| 6M | -1.0% | +23.8% | -24.8% | -12.0% |
| YTD | +7.4% | +23.0% | -15.5% | -4.6% |
| 1Y | -0.1% | +46.2% | -46.3% | -19.3% |
| 3Y | +66.3% | +64.8% | +1.5% | +23.6% |
| 5Y | +111.0% | +20.9% | +90.1% | +83.5% |
| 10Y | +662.9% | +121.6% | +541.3% | +382.8% |
| All | +662.9% | +122.6% | +540.2% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IBB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling