-83.7%
IRE vs CASY
+34.2%
-117.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.3% | +14.3% | +14.0% |
| 7D | +54.8% | +0.1% | +54.7% | +54.7% |
| 30D | +18.4% | -11.3% | +29.7% | +18.4% |
| 3M | -66.7% | -0.6% | -66.1% | -66.7% |
| 6M | -52.3% | +10.7% | -63.0% | -57.4% |
| YTD | -52.3% | +37.1% | -89.4% | -58.8% |
| All | -83.7% | +34.2% | -117.9% | -85.6% |
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 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