+73.4%
CTAS vs IP
+20.8%
+52.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +11.3% | +9.4% | +1.9% | +10.0% |
| 3M | +11.4% | -14.1% | +25.5% | +13.5% |
| 6M | +35.6% | +9.2% | +26.5% | +33.5% |
| YTD | +20.7% | -7.5% | +28.2% | +20.9% |
| 1Y | +22.8% | -2.8% | +25.6% | +22.3% |
| 3Y | +73.4% | +21.2% | +52.2% | +73.2% |
| All | +73.4% | +20.8% | +52.6% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling