+7,023.7%
CTAS vs IRM
+9,964.6%
-2,940.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -1.8% | -0.5% | -1.4% | -1.7% |
| 30D | -0.2% | -8.1% | +7.9% | +2.1% |
| 3M | +11.7% | -9.7% | +21.4% | +14.4% |
| 6M | +0.7% | +10.0% | -9.3% | -3.3% |
| YTD | +7.4% | +43.0% | -35.6% | -5.2% |
| 1Y | -2.1% | +32.7% | -34.8% | -12.1% |
| 3Y | +62.9% | +102.7% | -39.8% | +25.9% |
| 5Y | +111.9% | +187.6% | -75.7% | +45.3% |
| 10Y | +652.2% | +420.1% | +232.1% | +318.6% |
| All | +7,023.7% | +9,964.6% | -2,940.9% | +2,057.8% |
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 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