+726.5%
IWD vs CASY
+8,091.9%
-7,365.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.6% | -11.3% | +11.9% | +3.8% |
| 3M | +7.2% | -0.6% | +7.9% | +6.0% |
| 6M | +16.2% | +10.7% | +5.5% | +11.1% |
| YTD | +23.3% | +37.1% | -13.8% | +10.9% |
| 1Y | +29.6% | +52.3% | -22.7% | +12.6% |
| 3Y | +70.5% | +215.2% | -144.7% | +17.4% |
| 5Y | +73.5% | +276.5% | -203.0% | +12.1% |
| 10Y | +198.3% | +508.4% | -310.0% | +63.3% |
| All | +726.5% | +8,091.9% | -7,365.4% | +108.3% |
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