+417.1%
IRM vs CASY
+549.1%
-131.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.3% |
| 7D | +1.6% | -4.4% | +6.0% | +3.2% |
| 30D | -4.2% | -12.0% | +7.9% | -0.1% |
| 3M | -5.4% | -2.3% | -3.0% | -6.4% |
| 6M | +12.0% | +10.5% | +1.5% | +5.7% |
| YTD | +42.0% | +33.0% | +9.0% | +25.0% |
| 1Y | +29.9% | +41.1% | -11.3% | +11.4% |
| 3Y | +104.4% | +207.5% | -103.1% | +25.5% |
| 5Y | +191.0% | +290.7% | -99.7% | +59.1% |
| 10Y | +417.1% | +556.5% | -139.4% | +135.6% |
| All | +417.1% | +549.1% | -131.9% | +135.6% |
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 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