+127.5%
IEF vs CASY
+6,917.6%
-6,790.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.8% |
| 7D | -0.2% | +5.0% | -5.1% | 0.0% |
| 30D | +1.8% | +8.2% | -6.4% | +2.1% |
| 3M | -1.2% | -18.2% | +17.0% | -1.8% |
| 6M | -2.5% | -18.6% | +16.1% | -3.1% |
| YTD | -2.5% | +26.8% | -29.3% | -1.4% |
| 1Y | -2.3% | +31.6% | -33.9% | -1.0% |
| 3Y | +11.3% | +156.5% | -145.2% | +16.1% |
| 5Y | -7.6% | +258.6% | -266.2% | -2.0% |
| 10Y | +7.3% | +550.3% | -543.0% | +18.0% |
| All | +127.5% | +6,917.6% | -6,790.0% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling