+817.5%
CTAS vs IVZ
+41.1%
+776.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | +10.7% | -2.2% | +12.9% | +11.1% |
| 3M | +11.0% | -8.1% | +19.1% | +13.5% |
| 6M | +38.7% | +3.8% | +35.0% | +35.2% |
| YTD | +21.8% | +11.5% | +10.3% | +14.8% |
| 1Y | +23.6% | +23.7% | -0.1% | +12.2% |
| 3Y | +74.9% | +145.8% | -70.9% | +18.6% |
| 5Y | +119.5% | +36.1% | +83.3% | +79.7% |
| All | +817.5% | +41.1% | +776.4% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling