+107.9%
CTAS vs IOT
+65.9%
+41.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | +10.2% | +0.1% | +10.1% | +10.2% |
| 3M | +12.1% | +5.0% | +7.1% | +11.2% |
| 6M | +38.3% | +47.0% | -8.8% | +32.1% |
| YTD | +21.9% | +16.6% | +5.3% | +18.4% |
| 1Y | +24.0% | +4.8% | +19.3% | +21.6% |
| 3Y | +75.1% | +72.2% | +3.0% | +58.1% |
| All | +107.9% | +65.9% | +41.9% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling