+73.6%
CTAS vs IBN
+57.3%
+16.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | +8.7% | +22.1% | -13.4% | +4.6% |
| 3M | +13.3% | +17.1% | -3.8% | +9.7% |
| 6M | +39.4% | +35.5% | +3.8% | +31.3% |
| YTD | +21.5% | +16.8% | +4.7% | +17.0% |
| 1Y | +21.9% | +12.4% | +9.5% | +18.1% |
| 3Y | +73.6% | +58.0% | +15.6% | +62.7% |
| All | +73.6% | +57.3% | +16.3% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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