+103.8%
IRM vs CASY
+215.7%
-111.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | -8.1% | -11.3% | +3.3% | -6.0% |
| 3M | -9.7% | -0.6% | -9.0% | -10.5% |
| 6M | +10.0% | +10.7% | -0.7% | +6.0% |
| YTD | +43.0% | +37.1% | +5.9% | +30.9% |
| 1Y | +32.7% | +52.3% | -19.6% | +18.3% |
| All | +103.8% | +215.7% | -111.9% | +55.8% |
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