-97.2%
IRE vs CASY
+23.0%
-120.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.4% |
| 7D | -15.5% | +3.6% | -19.1% | -14.8% |
| 30D | -70.4% | +7.2% | -77.6% | -70.1% |
| 3M | -81.6% | -16.9% | -64.7% | -81.3% |
| 6M | -94.7% | -19.3% | -75.4% | -94.3% |
| YTD | -91.8% | +25.6% | -117.4% | -92.8% |
| 1Y | -97.6% | +30.2% | -127.7% | -97.8% |
| All | -97.2% | +23.0% | -120.2% | -97.5% |
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 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