+161.6%
IWM vs CASY
+553.2%
-391.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -1.5% | +8.7% | -10.1% | -4.2% |
| 3M | -8.0% | -17.3% | +9.3% | -3.0% |
| 6M | -4.1% | -19.7% | +15.6% | +0.8% |
| YTD | +11.9% | +24.8% | -12.9% | -0.4% |
| 1Y | +15.0% | +31.9% | -16.9% | 0.0% |
| 3Y | +64.2% | +155.4% | -91.2% | +7.3% |
| 5Y | +20.4% | +250.6% | -230.2% | -32.3% |
| All | +161.6% | +553.2% | -391.6% | +18.3% |
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