+2,937.4%
CTAS vs IBN
+1,532.9%
+1,404.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.8% | +1.4% | -3.2% | -2.1% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | +11.7% | +17.1% | -5.4% | +8.3% |
| 6M | +0.7% | +3.4% | -2.7% | -0.1% |
| YTD | +7.4% | +2.5% | +4.9% | +6.6% |
| 1Y | -2.1% | -4.2% | +2.1% | -1.7% |
| 3Y | +62.9% | +32.4% | +30.5% | +53.0% |
| 5Y | +111.9% | +59.2% | +52.7% | +91.2% |
| 10Y | +652.2% | +345.7% | +306.5% | +450.8% |
| All | +2,937.4% | +1,532.9% | +1,404.5% | +1,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling