+116.0%
CTAS vs IBB
+39.3%
+76.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | +8.7% | +4.6% | +4.1% | +6.4% |
| 3M | +13.3% | +6.8% | +6.5% | +9.5% |
| 6M | +39.4% | +23.1% | +16.3% | +26.1% |
| YTD | +21.5% | +26.0% | -4.5% | +8.1% |
| 1Y | +21.9% | +30.4% | -8.5% | +6.5% |
| 3Y | +73.6% | +85.4% | -11.8% | +23.6% |
| All | +116.0% | +39.3% | +76.7% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling