+2,850.0%
CTAS vs IWF
+670.6%
+2,179.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.6% |
| 7D | +2.0% | +2.8% | -0.8% | -0.5% |
| 30D | +8.7% | -7.5% | +16.2% | +15.2% |
| 3M | +13.3% | -8.5% | +21.8% | +20.7% |
| 6M | +39.4% | -7.4% | +46.8% | +45.2% |
| YTD | +21.5% | -2.6% | +24.1% | +20.5% |
| 1Y | +21.9% | -1.8% | +23.7% | +19.8% |
| 3Y | +73.6% | +65.5% | +8.2% | +3.6% |
| 5Y | +116.2% | +55.8% | +60.4% | +33.2% |
| 10Y | +818.2% | +384.9% | +433.3% | +101.5% |
| All | +2,850.0% | +670.6% | +2,179.3% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 all: compounded portfolio wealth divided by compounded IWF 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…
all analysis · Full analysis span regression · 6 months rolling