+116.0%
CTAS vs IEF
-8.1%
+124.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.0% | -2.0% | +4.0% | +2.9% |
| 30D | +8.7% | +0.7% | +8.0% | +8.4% |
| 3M | +13.3% | -2.5% | +15.8% | +14.5% |
| 6M | +39.4% | -2.6% | +41.9% | +40.9% |
| YTD | +21.5% | -3.2% | +24.7% | +23.1% |
| 1Y | +21.9% | -3.0% | +24.9% | +23.5% |
| 3Y | +73.6% | +10.5% | +63.1% | +67.1% |
| All | +116.0% | -8.1% | +124.2% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling