+35.0%
IFF vs CASY
+51.2%
-16.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -2.0% | -11.3% | +9.4% | -1.0% |
| 3M | +18.5% | -0.6% | +19.2% | +17.2% |
| 6M | +11.7% | +10.7% | +1.0% | +5.2% |
| YTD | +29.6% | +37.1% | -7.5% | +16.9% |
| 1Y | +35.0% | +52.3% | -17.3% | +16.6% |
| All | +35.0% | +51.2% | -16.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling