+7,975.6%
CTAS vs IRM
+9,658.3%
-1,682.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -0.8% | -5.3% | +4.5% | +0.6% |
| 30D | +10.7% | -2.3% | +13.1% | +11.1% |
| 3M | +11.0% | -7.4% | +18.4% | +12.8% |
| 6M | +38.7% | -12.2% | +51.0% | +42.5% |
| YTD | +21.8% | +38.6% | -16.9% | +7.9% |
| 1Y | +23.6% | +14.9% | +8.7% | +15.7% |
| 3Y | +74.9% | +108.2% | -33.2% | +33.5% |
| 5Y | +119.5% | +183.8% | -64.4% | +50.5% |
| 10Y | +820.2% | +512.6% | +307.6% | +388.2% |
| All | +7,975.6% | +9,658.3% | -1,682.7% | +2,356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling