+65.0%
CTAS vs IEF
+10.0%
+55.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -1.1% | -0.6% | -0.5% | -0.8% |
| 3M | +11.5% | -1.0% | +12.5% | +12.1% |
| 6M | +0.2% | -3.1% | +3.2% | +1.7% |
| YTD | +7.2% | -1.9% | +9.1% | +8.2% |
| 1Y | 0.0% | -1.4% | +1.4% | +0.7% |
| All | +65.0% | +10.0% | +55.0% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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