+65.7%
CTAS vs IBB
+64.8%
+0.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | -0.2% | +10.5% | -10.7% | -3.4% |
| 3M | +11.7% | +23.6% | -12.0% | +4.1% |
| 6M | +0.7% | +22.6% | -21.9% | -6.1% |
| YTD | +7.4% | +25.7% | -18.3% | -1.0% |
| 1Y | -2.1% | +51.4% | -53.5% | -16.4% |
| All | +65.7% | +64.8% | +0.9% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling