+55.6%
IOT vs CASY
+235.6%
-180.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.8% | -17.2% | +16.4% | +3.4% |
| 30D | -4.7% | -24.4% | +19.7% | +1.3% |
| 3M | +17.8% | -31.4% | +49.2% | +27.8% |
| 6M | +16.8% | -8.9% | +25.7% | +15.8% |
| YTD | +8.4% | +13.8% | -5.4% | -1.0% |
| 1Y | -0.8% | +17.0% | -17.8% | -10.8% |
| 3Y | +25.7% | +163.1% | -137.4% | -26.3% |
| All | +55.6% | +235.6% | -180.0% | -20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling