+62.6%
IOT vs CASY
+292.2%
-229.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.6% |
| 7D | +2.8% | -4.4% | +7.1% | +3.8% |
| 30D | -1.8% | -12.0% | +10.3% | +1.0% |
| 3M | +17.9% | -2.3% | +20.2% | +17.0% |
| 6M | +13.5% | +10.5% | +3.0% | +7.4% |
| YTD | +13.3% | +33.0% | -19.8% | 0.0% |
| 1Y | -3.3% | +41.1% | -44.5% | -17.2% |
| 3Y | +31.3% | +207.5% | -176.2% | -25.6% |
| All | +62.6% | +292.2% | -229.7% | -19.5% |
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