+113.3%
CTAS vs IBB
+37.5%
+75.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.5% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | +12.8% | +5.1% | +7.7% | +10.2% |
| 3M | +10.3% | +10.7% | -0.4% | +5.0% |
| 6M | +32.0% | +22.9% | +9.1% | +19.5% |
| YTD | +19.1% | +26.7% | -7.6% | +5.8% |
| 1Y | +21.5% | +35.1% | -13.6% | +4.3% |
| 3Y | +76.0% | +80.2% | -4.1% | +27.5% |
| All | +113.3% | +37.5% | +75.8% | +69.5% |
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 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