+2,171.4%
CTAS vs IBB
+560.8%
+1,610.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.8% | +1.4% | -3.2% | -2.6% |
| 30D | -0.2% | +10.5% | -10.7% | -5.5% |
| 3M | +11.7% | +23.6% | -12.0% | -0.4% |
| 6M | +0.7% | +22.6% | -21.9% | -10.3% |
| YTD | +7.4% | +25.7% | -18.3% | -5.8% |
| 1Y | -2.1% | +51.4% | -53.5% | -22.4% |
| 3Y | +62.9% | +64.4% | -1.4% | +21.7% |
| 5Y | +111.9% | +22.1% | +89.7% | +82.8% |
| 10Y | +652.2% | +132.5% | +519.7% | +348.0% |
| All | +2,171.4% | +560.8% | +1,610.6% | +494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling