+94.6%
IRM vs CASY
+154.1%
-59.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -8.6% | +1.1% | -9.7% | -8.8% |
| 30D | -8.0% | +8.7% | -16.7% | -9.4% |
| 3M | -12.0% | -17.3% | +5.3% | -9.1% |
| 6M | -18.2% | -19.7% | +1.6% | -15.0% |
| YTD | +31.4% | +24.8% | +6.5% | +21.6% |
| 1Y | +9.2% | +31.9% | -22.7% | -0.5% |
| 3Y | +94.6% | +155.4% | -60.8% | +46.7% |
| All | +94.6% | +154.1% | -59.5% | +46.7% |
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