+834.0%
CTAS vs IWD
+207.5%
+626.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +1.2% | -0.5% | +1.6% | +1.6% |
| 30D | +12.8% | +2.7% | +10.1% | +9.6% |
| 3M | +10.3% | +0.9% | +9.4% | +9.2% |
| 6M | +32.0% | +10.5% | +21.4% | +18.1% |
| YTD | +19.1% | +23.7% | -4.6% | -5.9% |
| 1Y | +21.5% | +28.7% | -7.3% | -8.2% |
| 3Y | +76.0% | +79.7% | -3.7% | -8.6% |
| 5Y | +110.9% | +69.7% | +41.2% | +16.8% |
| All | +834.0% | +207.5% | +626.5% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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