+728.9%
IWD vs CASY
+7,357.4%
-6,628.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | +2.7% | +8.7% | -6.0% | +0.2% |
| 3M | +0.9% | -17.3% | +18.2% | +5.5% |
| 6M | +10.5% | -19.7% | +30.3% | +15.2% |
| YTD | +23.7% | +24.8% | -1.1% | +13.4% |
| 1Y | +28.7% | +31.9% | -3.2% | +16.0% |
| 3Y | +79.7% | +155.4% | -75.7% | +31.0% |
| 5Y | +69.7% | +250.6% | -180.9% | +11.3% |
| 10Y | +211.4% | +556.8% | -345.4% | +66.2% |
| All | +728.9% | +7,357.4% | -6,628.5% | +113.1% |
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 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