+779.0%
IAG vs CASY
+215.7%
+563.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +28.9% | -11.3% | +40.2% | +32.9% |
| 3M | +19.1% | -0.6% | +19.8% | +16.5% |
| 6M | -10.3% | +10.7% | -21.0% | -16.4% |
| YTD | +24.2% | +37.1% | -12.9% | +6.1% |
| 1Y | +116.5% | +52.3% | +64.2% | +76.8% |
| All | +779.0% | +215.7% | +563.3% | +458.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling