+818.4%
CTAS vs IRM
+481.3%
+337.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.7% | -5.1% | +5.8% | +2.2% |
| 30D | +11.3% | -3.3% | +14.6% | +12.1% |
| 3M | +11.4% | -8.2% | +19.6% | +13.9% |
| 6M | +35.6% | -12.8% | +48.4% | +40.3% |
| YTD | +20.7% | +36.6% | -15.9% | +3.8% |
| 1Y | +22.8% | +11.9% | +10.9% | +13.9% |
| 3Y | +73.4% | +105.1% | -31.7% | +19.7% |
| 5Y | +117.6% | +182.4% | -64.8% | +27.9% |
| 10Y | +818.4% | +505.1% | +313.3% | +272.3% |
| All | +818.4% | +481.3% | +337.1% | +272.3% |
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