+23,209.6%
CTAS vs IFF
+833.5%
+22,376.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +1.0% | -3.0% | +4.0% | +2.2% |
| 30D | -1.1% | -0.9% | -0.1% | -0.8% |
| 3M | +11.5% | +11.8% | -0.3% | +6.3% |
| 6M | +0.2% | +16.5% | -16.4% | -7.3% |
| YTD | +7.2% | +26.5% | -19.3% | -4.4% |
| 1Y | 0.0% | +32.7% | -32.7% | -12.8% |
| 3Y | +65.9% | +32.0% | +33.9% | +40.6% |
| 5Y | +109.6% | -36.1% | +145.6% | +129.1% |
| 10Y | +683.8% | -20.1% | +703.8% | +645.4% |
| All | +23,209.6% | +833.5% | +22,376.2% | +9,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling