+834.0%
CTAS vs IP
+26.3%
+807.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +1.2% | -5.1% | +6.2% | +2.9% |
| 30D | +12.8% | +8.5% | +4.2% | +9.5% |
| 3M | +10.3% | -13.8% | +24.1% | +15.5% |
| 6M | +32.0% | +5.7% | +26.3% | +27.4% |
| YTD | +19.1% | -9.1% | +28.3% | +19.5% |
| 1Y | +21.5% | -0.8% | +22.3% | +17.7% |
| 3Y | +76.0% | +14.8% | +61.2% | +47.7% |
| 5Y | +110.9% | -11.5% | +122.4% | +96.0% |
| All | +834.0% | +26.3% | +807.7% | +565.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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