+10,042.6%
IRM vs CASY
+8,262.2%
+1,780.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -9.7% | -0.6% | -9.0% | -10.4% |
| 6M | +10.0% | +10.7% | -0.7% | +6.4% |
| YTD | +43.0% | +37.1% | +5.9% | +32.0% |
| 1Y | +32.7% | +52.3% | -19.6% | +19.5% |
| 3Y | +102.7% | +215.2% | -112.5% | +53.7% |
| 5Y | +187.6% | +276.5% | -88.9% | +108.6% |
| 10Y | +420.1% | +508.4% | -88.3% | +238.8% |
| All | +10,042.6% | +8,262.2% | +1,780.4% | +4,259.4% |
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