+683.8%
CTAS vs IRM
+418.7%
+265.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.0% | +3.0% | -2.0% | -0.1% |
| 30D | -1.1% | -5.2% | +4.2% | +0.6% |
| 3M | +11.5% | -8.0% | +19.5% | +14.0% |
| 6M | +0.2% | +9.2% | -9.0% | -4.6% |
| YTD | +7.2% | +41.0% | -33.8% | -8.2% |
| 1Y | 0.0% | +23.3% | -23.3% | -10.4% |
| 3Y | +65.9% | +102.8% | -36.9% | +16.4% |
| 5Y | +109.6% | +192.8% | -83.2% | +22.7% |
| 10Y | +683.8% | +439.6% | +244.1% | +231.6% |
| All | +683.8% | +418.7% | +265.1% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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