+2,419.4%
CTAS vs IBB
+566.2%
+1,853.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.7% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | +12.8% | +5.1% | +7.7% | +9.6% |
| 3M | +10.3% | +10.7% | -0.4% | +3.9% |
| 6M | +32.0% | +22.9% | +9.1% | +17.3% |
| YTD | +19.1% | +26.7% | -7.6% | +3.6% |
| 1Y | +21.5% | +35.1% | -13.6% | +2.0% |
| 3Y | +76.0% | +80.2% | -4.1% | +24.8% |
| 5Y | +110.9% | +37.8% | +73.0% | +70.3% |
| 10Y | +849.8% | +161.2% | +688.6% | +431.7% |
| All | +2,419.4% | +566.2% | +1,853.3% | +553.6% |
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