+55.4%
IOT vs CASY
+229.1%
-173.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.3% |
| 7D | -4.5% | -18.6% | +14.1% | -0.1% |
| 30D | -2.4% | -26.6% | +24.2% | +4.4% |
| 3M | +19.0% | -32.8% | +51.7% | +29.7% |
| 6M | +19.6% | -10.0% | +29.7% | +18.8% |
| YTD | +8.3% | +11.6% | -3.4% | -0.7% |
| 1Y | -0.8% | +11.5% | -12.3% | -9.4% |
| 3Y | +24.4% | +160.7% | -136.3% | -27.3% |
| All | +55.4% | +229.1% | -173.7% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling