+9,217.0%
IRM vs CASY
+7,512.4%
+1,704.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -8.6% | +1.1% | -9.7% | -8.9% |
| 30D | -8.0% | +8.7% | -16.7% | -9.7% |
| 3M | -12.0% | -17.3% | +5.3% | -8.9% |
| 6M | -18.2% | -19.7% | +1.6% | -15.5% |
| YTD | +31.4% | +24.8% | +6.5% | +23.0% |
| 1Y | +9.2% | +31.9% | -22.7% | +0.9% |
| 3Y | +94.6% | +155.4% | -60.8% | +53.8% |
| 5Y | +170.2% | +250.6% | -80.4% | +98.1% |
| 10Y | +464.3% | +556.8% | -92.5% | +262.4% |
| All | +9,217.0% | +7,512.4% | +1,704.6% | +3,964.2% |
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