+107.7%
CTAS vs IFF
-35.8%
+143.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +0.5% | -3.2% | +3.7% | +1.3% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | +11.1% | +8.4% | +2.6% | +8.7% |
| 6M | +2.1% | +23.0% | -20.9% | -3.7% |
| YTD | +8.0% | +25.5% | -17.5% | +0.8% |
| 1Y | -0.5% | +29.1% | -29.5% | -7.9% |
| 3Y | +66.2% | +31.7% | +34.6% | +49.1% |
| All | +107.7% | -35.8% | +143.5% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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