+213.0%
IAU vs CASY
+539.5%
-326.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | -4.0% | +8.2% | -12.2% | -4.1% |
| 3M | -8.2% | -18.2% | +10.0% | -8.0% |
| 6M | -14.8% | -18.6% | +3.8% | -14.5% |
| YTD | -6.7% | +26.8% | -33.5% | -7.4% |
| 1Y | -2.2% | +31.6% | -33.8% | -3.0% |
| 3Y | +106.7% | +156.5% | -49.8% | +103.8% |
| 5Y | +114.8% | +258.6% | -143.8% | +112.3% |
| 10Y | +213.0% | +550.3% | -337.3% | +210.5% |
| All | +213.0% | +539.5% | -326.5% | +210.5% |
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