+73.6%
CTAS vs IBB
+86.1%
-12.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +8.7% | +4.6% | +4.1% | +7.1% |
| 3M | +13.3% | +6.8% | +6.5% | +10.6% |
| 6M | +39.4% | +23.1% | +16.3% | +29.8% |
| YTD | +21.5% | +26.0% | -4.5% | +11.7% |
| 1Y | +21.9% | +30.4% | -8.5% | +10.5% |
| 3Y | +73.6% | +85.4% | -11.8% | +34.5% |
| All | +73.6% | +86.1% | -12.5% | +34.5% |
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