+151.9%
IWM vs CASY
+565.2%
-413.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.2% |
| 7D | -0.3% | +5.8% | -6.1% | -2.1% |
| 30D | +1.9% | +10.7% | -8.8% | -1.5% |
| 3M | -5.7% | -13.9% | +8.2% | -1.8% |
| 6M | -0.3% | -18.4% | +18.2% | +4.4% |
| YTD | +15.8% | +29.6% | -13.9% | +1.8% |
| 1Y | +17.1% | +32.8% | -15.7% | +1.8% |
| 3Y | +73.1% | +162.3% | -89.2% | +12.2% |
| 5Y | +25.9% | +265.0% | -239.2% | -30.2% |
| 10Y | +151.9% | +555.4% | -403.4% | +13.3% |
| All | +151.9% | +565.2% | -413.3% | +13.3% |
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