+700.6%
IYR vs CASY
+7,876.3%
-7,175.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -2.9% | -11.3% | +8.5% | +0.6% |
| 3M | +0.8% | -0.6% | +1.5% | -0.3% |
| 6M | +1.9% | +10.7% | -8.9% | -3.0% |
| YTD | +9.6% | +37.1% | -27.5% | -2.6% |
| 1Y | +8.1% | +52.3% | -44.2% | -7.4% |
| 3Y | +29.2% | +215.2% | -186.0% | -14.7% |
| 5Y | +4.3% | +276.5% | -272.2% | -35.9% |
| 10Y | +64.7% | +508.4% | -443.7% | -16.4% |
| All | +700.6% | +7,876.3% | -7,175.7% | +92.5% |
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