+2,843.3%
CTAS vs IWF
+670.6%
+2,172.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | +0.4% |
| 7D | +1.7% | +2.8% | -1.1% | -0.7% |
| 30D | +8.4% | -7.5% | +16.0% | +14.9% |
| 3M | +13.0% | -8.5% | +21.5% | +20.4% |
| 6M | +39.1% | -7.4% | +46.5% | +44.9% |
| YTD | +21.2% | -2.6% | +23.9% | +20.2% |
| 1Y | +21.6% | -1.8% | +23.5% | +19.5% |
| 3Y | +73.2% | +65.5% | +7.8% | +3.3% |
| 5Y | +115.7% | +55.8% | +59.9% | +32.9% |
| 10Y | +816.1% | +384.9% | +431.2% | +101.0% |
| All | +2,843.3% | +670.6% | +2,172.6% | +241.6% |
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