+66.3%
CTAS vs IRM
+102.6%
-36.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.8% | -0.5% | -1.4% | -1.7% |
| 30D | -0.2% | -8.1% | +7.9% | +1.3% |
| 3M | +11.7% | -9.7% | +21.4% | +13.6% |
| 6M | +0.7% | +10.0% | -9.3% | -2.7% |
| YTD | +7.4% | +43.0% | -35.6% | -3.6% |
| 1Y | -2.1% | +32.7% | -34.8% | -11.1% |
| All | +66.3% | +102.6% | -36.3% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling