+394.8%
IAG vs CASY
+6,141.5%
-5,746.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +28.9% | -11.3% | +40.2% | +30.8% |
| 3M | +19.1% | -0.6% | +19.8% | +18.4% |
| 6M | -10.3% | +10.7% | -21.0% | -12.1% |
| YTD | +24.2% | +37.1% | -12.9% | +18.2% |
| 1Y | +116.5% | +52.3% | +64.2% | +103.2% |
| 3Y | +742.8% | +215.2% | +527.6% | +626.8% |
| 5Y | +753.3% | +276.5% | +476.8% | +620.9% |
| 10Y | +403.2% | +508.4% | -105.2% | +303.9% |
| All | +394.8% | +6,141.5% | -5,746.7% | +192.6% |
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