+353.3%
IAG vs CASY
+5,581.9%
-5,228.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.2% |
| 7D | +21.4% | +1.1% | +20.3% | +21.3% |
| 30D | +4.0% | +8.7% | -4.6% | +2.9% |
| 3M | +17.0% | -17.3% | +34.3% | +19.4% |
| 6M | +1.4% | -19.7% | +21.1% | +3.3% |
| YTD | +13.8% | +24.8% | -11.1% | +9.2% |
| 1Y | +55.8% | +31.9% | +23.9% | +48.4% |
| 3Y | +647.4% | +155.4% | +492.0% | +558.5% |
| 5Y | +519.1% | +250.6% | +268.6% | +426.4% |
| 10Y | +345.6% | +556.8% | -211.2% | +255.0% |
| All | +353.3% | +5,581.9% | -5,228.6% | +170.3% |
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 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