+899.0%
ITOT vs CASY
+5,043.9%
-4,144.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.3% |
| 7D | +0.7% | -4.4% | +5.0% | +1.9% |
| 30D | -1.1% | -12.0% | +10.9% | +2.3% |
| 3M | +3.9% | -2.3% | +6.2% | +3.1% |
| 6M | +14.7% | +10.5% | +4.2% | +9.4% |
| YTD | +13.3% | +33.0% | -19.7% | +2.2% |
| 1Y | +19.1% | +41.1% | -22.0% | +5.2% |
| 3Y | +77.3% | +207.5% | -130.2% | +21.1% |
| 5Y | +74.1% | +290.7% | -216.7% | +9.3% |
| 10Y | +293.1% | +556.5% | -263.3% | +104.8% |
| All | +899.0% | +5,043.9% | -4,144.9% | +163.8% |
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 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