+2,361.0%
CTAS vs IEF
+129.1%
+2,231.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.0% | -0.7% | -0.3% | -1.6% |
| 3M | +15.8% | -0.4% | +16.2% | +15.3% |
| 6M | -1.0% | -2.5% | +1.5% | -3.2% |
| YTD | +7.4% | -1.6% | +9.0% | +5.9% |
| 1Y | -0.1% | -1.3% | +1.2% | -1.3% |
| 3Y | +66.3% | +10.1% | +56.2% | +80.3% |
| 5Y | +111.0% | -8.3% | +119.3% | +82.5% |
| 10Y | +662.9% | +4.5% | +658.4% | +689.3% |
| All | +2,361.0% | +129.1% | +2,231.8% | +8,842.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling