+111.8%
IRM vs CASY
+161.8%
-50.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.8% | +3.6% | +3.2% | +6.2% |
| 30D | +2.6% | +9.1% | -6.4% | +1.0% |
| 3M | -9.5% | -16.5% | +7.1% | -6.6% |
| 6M | -8.5% | -19.7% | +11.2% | -4.6% |
| YTD | +40.3% | +29.3% | +11.0% | +29.0% |
| 1Y | +28.7% | +33.1% | -4.4% | +17.3% |
| 3Y | +111.8% | +158.5% | -46.7% | +59.7% |
| All | +111.8% | +161.8% | -50.0% | +59.7% |
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