+683.1%
CTAS vs IJH
+184.0%
+499.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +0.9% |
| 7D | +0.5% | -1.9% | +2.4% | +2.1% |
| 30D | -0.7% | -4.6% | +3.9% | +3.2% |
| 3M | +11.1% | -1.2% | +12.2% | +11.8% |
| 6M | +2.1% | +9.4% | -7.3% | -6.1% |
| YTD | +8.0% | +13.3% | -5.4% | -4.1% |
| 1Y | -0.5% | +13.4% | -13.9% | -11.8% |
| 3Y | +66.2% | +50.4% | +15.8% | +11.3% |
| 5Y | +109.2% | +49.0% | +60.2% | +39.0% |
| All | +683.1% | +184.0% | +499.1% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling