+360.8%
IAG vs CASY
+550.0%
-189.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.0% | -4.1% | -5.0% |
| 7D | -2.1% | +2.5% | -4.5% | -2.5% |
| 30D | -6.2% | +10.2% | -16.4% | -7.8% |
| 3M | -5.1% | -15.7% | +10.6% | -2.8% |
| 6M | -10.0% | -18.4% | +8.4% | -7.8% |
| YTD | +3.9% | +28.3% | -24.3% | -3.1% |
| 1Y | +18.9% | +32.6% | -13.7% | +10.0% |
| 3Y | +651.8% | +159.5% | +492.2% | +523.2% |
| 5Y | +416.3% | +263.9% | +152.4% | +311.3% |
| All | +360.8% | +550.0% | -189.2% | +291.7% |
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