+82.8%
CTAS vs IOT
+55.2%
+27.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.1% |
| 7D | +1.0% | +5.1% | -4.1% | +0.5% |
| 30D | -1.1% | -3.0% | +2.0% | -0.8% |
| 3M | +11.5% | +15.0% | -3.5% | +9.6% |
| 6M | +0.2% | +13.1% | -13.0% | -1.8% |
| YTD | +7.2% | +9.0% | -1.8% | +5.0% |
| 1Y | 0.0% | +0.1% | -0.1% | -1.5% |
| 3Y | +65.9% | +26.4% | +39.5% | +54.8% |
| All | +82.8% | +55.2% | +27.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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