+813.9%
CTAS vs IBB
+139.6%
+674.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -1.0% |
| 7D | -0.7% | +2.7% | -3.4% | -2.1% |
| 30D | +10.3% | +6.3% | +3.9% | +6.6% |
| 3M | +10.2% | +11.1% | -0.9% | +3.8% |
| 6M | +34.4% | +29.2% | +5.1% | +16.5% |
| YTD | +19.6% | +30.2% | -10.7% | +2.6% |
| 1Y | +21.8% | +39.5% | -17.7% | +0.5% |
| 3Y | +74.1% | +92.3% | -18.2% | +17.8% |
| 5Y | +114.0% | +43.0% | +71.1% | +69.2% |
| 10Y | +813.9% | +137.1% | +676.8% | +449.5% |
| All | +813.9% | +139.6% | +674.3% | +449.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling