-8.2%
IEF vs CASY
+285.8%
-294.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.8% | -11.3% | +10.6% | -0.6% |
| 3M | -1.0% | -0.6% | -0.3% | -1.1% |
| 6M | -2.8% | +10.7% | -13.5% | -3.1% |
| YTD | -1.5% | +37.1% | -38.6% | -2.2% |
| 1Y | -0.4% | +52.3% | -52.7% | -1.4% |
| 3Y | +9.7% | +215.2% | -205.5% | +6.4% |
| All | -8.2% | +285.8% | -294.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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