-97.9%
IRE vs CASY
+22.5%
-120.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | +2.2% | -36.1% | -33.6% |
| 7D | -57.1% | +1.8% | -59.0% | -56.9% |
| 30D | -84.4% | +11.2% | -95.6% | -84.3% |
| 3M | -85.0% | -19.1% | -65.9% | -84.7% |
| 6M | -95.2% | -19.9% | -75.3% | -94.8% |
| YTD | -93.9% | +25.2% | -119.1% | -94.7% |
| 1Y | -98.8% | +31.6% | -130.5% | -98.9% |
| All | -97.9% | +22.5% | -120.5% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling