+509.1%
IAG vs CASY
+250.1%
+259.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.3% |
| 7D | +21.4% | +1.1% | +20.3% | +21.1% |
| 30D | +4.0% | +8.7% | -4.6% | +1.8% |
| 3M | +17.0% | -17.3% | +34.3% | +22.1% |
| 6M | +1.4% | -19.7% | +21.1% | +5.8% |
| YTD | +13.8% | +24.8% | -11.1% | +0.7% |
| 1Y | +55.8% | +31.9% | +23.9% | +34.9% |
| 3Y | +647.4% | +155.4% | +492.0% | +423.5% |
| All | +509.1% | +250.1% | +259.0% | +297.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling