+2,508.0%
CTAS vs IWF
+727.1%
+1,780.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | +0.5% | -2.4% | -2.3% |
| 30D | -0.2% | -0.4% | +0.2% | 0.0% |
| 3M | +11.7% | -2.6% | +14.3% | +12.7% |
| 6M | +0.7% | +9.1% | -8.4% | -8.2% |
| YTD | +7.4% | +4.5% | +2.9% | +1.4% |
| 1Y | -2.1% | +10.1% | -12.2% | -12.2% |
| 3Y | +62.9% | +77.6% | -14.7% | -7.6% |
| 5Y | +111.9% | +73.7% | +38.2% | +19.9% |
| 10Y | +652.2% | +411.5% | +240.7% | +59.6% |
| All | +2,508.0% | +727.1% | +1,780.9% | +188.1% |
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