-97.1%
IRE vs CASY
+22.2%
-119.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.3% | +39.9% | +39.5% |
| 7D | -27.2% | +1.1% | -28.3% | -26.8% |
| 30D | -75.1% | +8.7% | -83.8% | -74.9% |
| 3M | -77.9% | -17.3% | -60.6% | -77.6% |
| 6M | -94.6% | -19.7% | -74.9% | -94.2% |
| YTD | -91.5% | +24.8% | -116.4% | -92.6% |
| 1Y | -97.8% | +31.9% | -129.7% | -98.0% |
| All | -97.1% | +22.2% | -119.3% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling