+876.7%
IAU vs CASY
+5,140.5%
-4,263.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -11.3% | +15.8% | +4.3% |
| 3M | -1.1% | -0.6% | -0.4% | -1.0% |
| 6M | -13.7% | +10.7% | -24.4% | -13.6% |
| YTD | +2.7% | +37.1% | -34.4% | +3.0% |
| 1Y | +24.6% | +52.3% | -27.7% | +25.1% |
| 3Y | +126.8% | +215.2% | -88.3% | +130.5% |
| 5Y | +139.5% | +276.5% | -137.0% | +144.6% |
| 10Y | +226.3% | +508.4% | -282.1% | +237.8% |
| All | +876.7% | +5,140.5% | -4,263.8% | +982.5% |
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 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