+2,502.4%
CTAS vs IJH
+1,055.9%
+1,446.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.6% |
| 30D | -1.1% | -3.8% | +2.8% | +2.2% |
| 3M | +11.5% | 0.0% | +11.5% | +11.0% |
| 6M | +0.2% | +8.8% | -8.6% | -7.5% |
| YTD | +7.2% | +13.5% | -6.3% | -4.9% |
| 1Y | 0.0% | +15.4% | -15.4% | -12.8% |
| 3Y | +65.9% | +50.9% | +15.0% | +11.8% |
| 5Y | +109.6% | +47.8% | +61.8% | +41.7% |
| 10Y | +683.8% | +183.1% | +500.7% | +199.9% |
| All | +2,502.4% | +1,055.9% | +1,446.5% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling