+296.8%
ITOT vs CASY
+453.5%
-156.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.3% |
| 7D | -0.9% | -18.6% | +17.7% | +4.2% |
| 30D | -1.5% | -26.6% | +25.2% | +6.5% |
| 3M | +3.6% | -32.8% | +36.3% | +14.2% |
| 6M | +13.7% | -10.0% | +23.7% | +14.0% |
| YTD | +12.9% | +11.6% | +1.3% | +5.8% |
| 1Y | +17.2% | +11.5% | +5.7% | +9.4% |
| 3Y | +75.6% | +160.7% | -85.1% | +21.0% |
| 5Y | +75.5% | +232.4% | -156.9% | +9.5% |
| All | +296.8% | +453.5% | -156.7% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling