+166.9%
IWM vs CASY
+549.1%
-382.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.5% |
| 7D | +1.4% | -4.4% | +5.8% | +2.9% |
| 30D | -2.3% | -12.0% | +9.8% | +1.7% |
| 3M | +4.0% | -2.3% | +6.3% | +2.8% |
| 6M | +17.9% | +10.5% | +7.4% | +11.0% |
| YTD | +20.2% | +33.0% | -12.8% | +5.5% |
| 1Y | +25.0% | +41.1% | -16.2% | +6.8% |
| 3Y | +66.0% | +207.5% | -141.5% | +1.3% |
| 5Y | +40.0% | +290.7% | -250.7% | -23.8% |
| 10Y | +166.9% | +556.5% | -389.6% | +19.0% |
| All | +166.9% | +549.1% | -382.2% | +19.0% |
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