+18.9%
IWM vs CASY
+32.1%
-13.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.5% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | +0.2% | +9.4% | -9.2% | -0.2% |
| 3M | -5.6% | -20.6% | +15.0% | -4.8% |
| 6M | +2.7% | -20.7% | +23.4% | +5.3% |
| YTD | +16.2% | +22.5% | -6.3% | +9.2% |
| 1Y | +18.9% | +29.5% | -10.5% | +10.5% |
| All | +18.9% | +32.1% | -13.2% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling