+3,343.3%
CTAS vs IBN
+1,772.2%
+1,571.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | +11.1% | -11.9% | -2.8% |
| 30D | +10.7% | +23.9% | -13.1% | +6.3% |
| 3M | +11.0% | +16.3% | -5.3% | +7.8% |
| 6M | +38.7% | +34.2% | +4.5% | +31.0% |
| YTD | +21.8% | +17.6% | +4.2% | +17.7% |
| 1Y | +23.6% | +13.8% | +9.7% | +20.2% |
| 3Y | +74.9% | +57.0% | +17.9% | +59.0% |
| 5Y | +119.5% | +75.3% | +44.1% | +94.6% |
| 10Y | +820.2% | +388.7% | +431.5% | +562.5% |
| All | +3,343.3% | +1,772.2% | +1,571.1% | +1,609.6% |
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