+74.1%
CTAS vs IRM
+104.5%
-30.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | -0.3% |
| 7D | -0.7% | -3.8% | +3.0% | -0.2% |
| 30D | +10.3% | -3.2% | +13.4% | +10.6% |
| 3M | +10.2% | -7.8% | +18.0% | +11.3% |
| 6M | +34.4% | -12.7% | +47.1% | +36.8% |
| YTD | +19.6% | +36.7% | -17.1% | +8.4% |
| 1Y | +21.8% | +10.0% | +11.7% | +16.7% |
| 3Y | +74.1% | +107.2% | -33.1% | +26.5% |
| All | +74.1% | +104.5% | -30.3% | +26.5% |
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