+1,121.9%
IJR vs CASY
+7,622.4%
-6,500.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +0.9% |
| 30D | +3.8% | +9.1% | -5.2% | +0.6% |
| 3M | -5.7% | -16.5% | +10.8% | -0.6% |
| 6M | +4.6% | -19.7% | +24.3% | +10.1% |
| YTD | +18.0% | +29.3% | -11.3% | +4.2% |
| 1Y | +21.8% | +33.1% | -11.3% | +6.2% |
| 3Y | +61.1% | +158.5% | -97.4% | +7.6% |
| 5Y | +27.3% | +266.7% | -239.4% | -26.5% |
| 10Y | +154.1% | +553.5% | -399.4% | +15.5% |
| All | +1,121.9% | +7,622.4% | -6,500.6% | +112.6% |
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