+20.0%
IWM vs CASY
+250.1%
-230.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -1.5% | +8.7% | -10.1% | -3.4% |
| 3M | -8.0% | -17.3% | +9.3% | -4.3% |
| 6M | -4.1% | -19.7% | +15.6% | -0.2% |
| YTD | +11.9% | +24.8% | -12.9% | +1.4% |
| 1Y | +15.0% | +31.9% | -16.9% | +2.1% |
| 3Y | +64.2% | +155.4% | -91.2% | +13.5% |
| All | +20.0% | +250.1% | -230.1% | -29.6% |
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