+23.7%
IWM vs CASY
+261.5%
-237.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +2.8% | +2.5% | +0.3% | +2.2% |
| 30D | +0.6% | +10.2% | -9.6% | -1.7% |
| 3M | -7.8% | -15.7% | +7.9% | -4.5% |
| 6M | -1.0% | -18.4% | +17.4% | +2.8% |
| YTD | +13.9% | +28.3% | -14.4% | +2.5% |
| 1Y | +15.4% | +32.6% | -17.1% | +2.7% |
| 3Y | +70.2% | +159.5% | -89.3% | +17.5% |
| 5Y | +23.7% | +263.9% | -240.2% | -28.1% |
| All | +23.7% | +261.5% | -237.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling