-98.0%
IRE vs CASY
+26.5%
-124.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.8% | -15.1% | -14.2% |
| 7D | -31.8% | +3.6% | -35.4% | -31.4% |
| 30D | -71.8% | +9.1% | -80.8% | -71.3% |
| 3M | -88.9% | -16.5% | -72.4% | -88.7% |
| 6M | -95.4% | -19.7% | -75.6% | -94.8% |
| YTD | -94.2% | +29.3% | -123.5% | -94.9% |
| 1Y | -97.1% | +33.1% | -130.2% | -97.3% |
| All | -98.0% | +26.5% | -124.6% | -98.2% |
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