+21.8%
IJR vs CASY
+15.3%
+6.6%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.3% | -17.2% | +14.9% | -1.7% |
| 30D | -4.7% | -24.4% | +19.7% | -3.8% |
| 3M | +2.1% | -31.4% | +33.5% | +3.7% |
| 6M | +13.9% | -8.9% | +22.8% | +11.4% |
| YTD | +18.2% | +13.8% | +4.4% | +13.3% |
| 1Y | +21.8% | +17.0% | +4.9% | +15.4% |
| All | +21.8% | +15.3% | +6.6% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling