+50.7%
IJH vs CASY
+163.7%
-113.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.2% | +1.0% |
| 7D | -0.7% | -16.5% | +15.8% | +1.7% |
| 30D | -3.8% | -26.4% | +22.5% | +0.3% |
| 3M | 0.0% | -17.3% | +17.3% | +1.7% |
| 6M | +8.8% | -5.2% | +14.0% | +7.0% |
| YTD | +13.5% | +14.1% | -0.6% | +7.3% |
| 1Y | +15.4% | +16.6% | -1.2% | +8.2% |
| All | +50.7% | +163.7% | -113.0% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling