+18.7%
IRM vs CASY
+32.1%
-13.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.5% |
| 30D | +5.6% | +9.4% | -3.8% | +4.8% |
| 3M | -4.7% | -20.6% | +15.9% | -2.4% |
| 6M | -6.1% | -20.7% | +14.6% | -1.3% |
| YTD | +46.3% | +22.5% | +23.8% | +33.0% |
| 1Y | +18.7% | +29.5% | -10.8% | +4.6% |
| All | +18.7% | +32.1% | -13.4% | +4.6% |
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