+129.5%
IEF vs CASY
+6,853.8%
-6,724.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.3% | +3.6% | -3.3% | +0.5% |
| 30D | +2.7% | +7.2% | -4.5% | +2.9% |
| 3M | -0.8% | -16.9% | +16.2% | -1.4% |
| 6M | -1.7% | -19.3% | +17.7% | -2.2% |
| YTD | -1.6% | +25.6% | -27.3% | -0.6% |
| 1Y | -1.6% | +30.2% | -31.7% | -0.3% |
| 3Y | +12.4% | +154.9% | -142.5% | +17.2% |
| 5Y | -7.6% | +252.1% | -259.7% | -2.1% |
| 10Y | +7.6% | +535.8% | -528.3% | +18.2% |
| All | +129.5% | +6,853.8% | -6,724.3% | +198.8% |
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