+116.9%
CTAS vs IWD
+73.1%
+43.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +0.5% | +1.7% | -1.2% | -1.1% |
| 30D | +10.2% | +3.2% | +7.0% | +6.9% |
| 3M | +12.1% | +2.3% | +9.8% | +9.6% |
| 6M | +38.3% | +12.9% | +25.3% | +22.9% |
| YTD | +21.9% | +26.2% | -4.3% | -3.0% |
| 1Y | +24.0% | +28.3% | -4.2% | -2.9% |
| 3Y | +75.1% | +84.4% | -9.2% | -5.3% |
| 5Y | +116.9% | +73.0% | +44.0% | +27.3% |
| All | +116.9% | +73.1% | +43.9% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling