+808.3%
IWM vs CASY
+8,091.9%
-7,283.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -1.3% | -11.3% | +10.1% | +2.8% |
| 3M | +1.6% | -0.6% | +2.3% | 0.0% |
| 6M | +13.6% | +10.7% | +2.8% | +7.0% |
| YTD | +20.8% | +37.1% | -16.4% | +5.0% |
| 1Y | +26.4% | +52.3% | -25.9% | +5.2% |
| 3Y | +60.7% | +215.2% | -154.5% | -0.9% |
| 5Y | +38.2% | +276.5% | -238.3% | -21.3% |
| 10Y | +169.5% | +508.4% | -338.9% | +23.3% |
| All | +808.3% | +8,091.9% | -7,283.6% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling