+111.0%
CTAS vs IRM
+192.5%
-81.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | 0.0% | +1.6% | -1.7% | -0.5% |
| 30D | -1.0% | -4.2% | +3.2% | 0.0% |
| 3M | +15.8% | -5.4% | +21.1% | +16.8% |
| 6M | -1.0% | +12.0% | -13.0% | -5.9% |
| YTD | +7.4% | +42.0% | -34.6% | -6.3% |
| 1Y | -0.1% | +29.9% | -30.0% | -10.9% |
| 3Y | +66.3% | +104.4% | -38.1% | +18.0% |
| 5Y | +111.0% | +191.0% | -80.0% | +28.8% |
| All | +111.0% | +192.5% | -81.5% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling