+111.0%
CTAS vs IVZ
+63.4%
+47.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | -1.0% | +3.1% | -4.1% | -1.8% |
| 3M | +15.8% | +18.2% | -2.4% | +10.6% |
| 6M | -1.0% | +38.6% | -39.6% | -9.5% |
| YTD | +7.4% | +25.9% | -18.5% | +0.2% |
| 1Y | -0.1% | +51.7% | -51.8% | -11.6% |
| 3Y | +66.3% | +138.7% | -72.4% | +24.6% |
| 5Y | +111.0% | +62.8% | +48.2% | +69.4% |
| All | +111.0% | +63.4% | +47.6% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling