+210.3%
IAU vs CASY
+550.0%
-339.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.8% |
| 7D | -5.5% | +2.5% | -7.9% | -5.5% |
| 30D | -7.0% | +10.2% | -17.2% | -7.1% |
| 3M | -12.3% | -15.7% | +3.4% | -12.1% |
| 6M | -17.9% | -18.4% | +0.4% | -17.6% |
| YTD | -10.3% | +28.3% | -38.6% | -11.0% |
| 1Y | -7.9% | +32.6% | -40.5% | -8.7% |
| 3Y | +98.7% | +159.5% | -60.8% | +95.6% |
| 5Y | +105.0% | +263.9% | -158.9% | +102.4% |
| All | +210.3% | +550.0% | -339.7% | +205.1% |
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 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