+69.2%
IYR vs CASY
+468.0%
-398.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.1% | +2.8% |
| 7D | -0.9% | -16.5% | +15.6% | +3.8% |
| 30D | -2.4% | -26.4% | +24.0% | +5.8% |
| 3M | -2.0% | -17.3% | +15.3% | +1.6% |
| 6M | +2.5% | -5.2% | +7.7% | +1.5% |
| YTD | +8.3% | +14.1% | -5.8% | +1.2% |
| 1Y | +6.5% | +16.6% | -10.2% | -1.5% |
| 3Y | +29.3% | +163.7% | -134.4% | -11.0% |
| 5Y | +5.7% | +231.3% | -225.6% | -33.9% |
| 10Y | +69.2% | +462.9% | -393.7% | -9.6% |
| All | +69.2% | +468.0% | -398.8% | -9.6% |
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 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