+671.9%
IWF vs CASY
+7,406.1%
-6,734.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | -1.0% | +3.6% | -4.6% | -2.0% |
| 30D | -10.1% | +7.2% | -17.3% | -11.9% |
| 3M | -7.6% | -16.9% | +9.3% | -3.7% |
| 6M | -6.7% | -19.3% | +12.6% | -3.2% |
| YTD | -2.5% | +25.6% | -28.2% | -11.0% |
| 1Y | -2.1% | +30.2% | -32.2% | -11.7% |
| 3Y | +68.6% | +154.9% | -86.2% | +23.3% |
| 5Y | +55.8% | +252.1% | -196.3% | +2.7% |
| 10Y | +383.3% | +535.8% | -152.6% | +160.7% |
| All | +671.9% | +7,406.1% | -6,734.2% | +80.8% |
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