+9,734.0%
IRM vs CASY
+7,805.5%
+1,928.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | -5.3% | +5.8% | -11.1% | -6.4% |
| 30D | -2.3% | +10.7% | -13.0% | -4.6% |
| 3M | -7.4% | -13.9% | +6.4% | -5.0% |
| 6M | -12.2% | -18.4% | +6.2% | -9.6% |
| YTD | +38.6% | +29.6% | +9.0% | +28.8% |
| 1Y | +14.9% | +32.8% | -17.9% | +6.1% |
| 3Y | +108.2% | +162.3% | -54.1% | +63.7% |
| 5Y | +183.8% | +265.0% | -81.2% | +106.3% |
| 10Y | +512.6% | +555.4% | -42.8% | +293.0% |
| All | +9,734.0% | +7,805.5% | +1,928.5% | +4,155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling