+89.1%
IYR vs CASY
+539.5%
-450.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.1% | +5.0% | -2.9% | +0.8% |
| 30D | +7.2% | +8.2% | -1.0% | +4.8% |
| 3M | +0.4% | -18.2% | +18.6% | +5.4% |
| 6M | +1.4% | -18.6% | +20.0% | +5.7% |
| YTD | +11.3% | +26.8% | -15.4% | +0.9% |
| 1Y | +10.5% | +31.6% | -21.1% | -1.3% |
| 3Y | +41.7% | +156.5% | -114.8% | -0.7% |
| 5Y | +7.1% | +258.6% | -251.5% | -34.5% |
| 10Y | +89.1% | +550.3% | -461.2% | -1.9% |
| All | +89.1% | +539.5% | -450.4% | -1.9% |
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