+392.8%
IWF vs CASY
+550.0%
-157.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +5.3% | +2.5% | +2.8% | +4.6% |
| 30D | -8.6% | +10.2% | -18.8% | -11.0% |
| 3M | -6.5% | -15.7% | +9.2% | -3.0% |
| 6M | -5.6% | -18.4% | +12.7% | -2.2% |
| YTD | -1.5% | +28.3% | -29.8% | -11.3% |
| 1Y | -2.8% | +32.6% | -35.4% | -13.6% |
| 3Y | +67.1% | +159.5% | -92.4% | +17.4% |
| 5Y | +57.6% | +263.9% | -206.3% | -2.8% |
| All | +392.8% | +550.0% | -157.2% | +153.6% |
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