+74.0%
CTAS vs IVZ
+147.9%
-73.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.8% | -2.8% | +2.0% | -0.4% |
| 30D | +10.7% | -2.2% | +12.9% | +10.9% |
| 3M | +11.0% | -8.1% | +19.1% | +12.2% |
| 6M | +38.7% | +3.8% | +35.0% | +37.0% |
| YTD | +21.8% | +11.5% | +10.3% | +18.1% |
| 1Y | +23.6% | +23.7% | -0.1% | +17.4% |
| All | +74.0% | +147.9% | -73.9% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling