+73.2%
IWD vs CASY
+266.7%
-193.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +3.6% | +9.1% | -5.5% | +2.1% |
| 3M | +2.2% | -16.5% | +18.7% | +5.0% |
| 6M | +13.0% | -19.7% | +32.7% | +16.7% |
| YTD | +26.5% | +29.3% | -2.7% | +17.1% |
| 1Y | +30.1% | +33.1% | -3.0% | +19.5% |
| 3Y | +84.9% | +158.5% | -73.7% | +41.1% |
| All | +73.2% | +266.7% | -193.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling