+155.4%
IWM vs CASY
+539.5%
-384.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.0% |
| 7D | +0.3% | +5.0% | -4.7% | -1.3% |
| 30D | +0.6% | +8.2% | -7.6% | -2.1% |
| 3M | -6.2% | -18.2% | +12.0% | -0.7% |
| 6M | -0.8% | -18.6% | +17.8% | +3.8% |
| YTD | +14.8% | +26.8% | -12.0% | +1.6% |
| 1Y | +16.1% | +31.6% | -15.5% | +1.1% |
| 3Y | +71.5% | +156.5% | -85.0% | +12.0% |
| 5Y | +25.8% | +258.6% | -232.9% | -29.9% |
| 10Y | +155.4% | +550.3% | -394.9% | +15.3% |
| All | +155.4% | +539.5% | -384.1% | +15.3% |
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 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