+32.8%
IFF vs CASY
+163.7%
-131.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.7% | +0.2% |
| 7D | -3.0% | -16.5% | +13.5% | -1.0% |
| 30D | -0.9% | -26.4% | +25.5% | +2.7% |
| 3M | +11.8% | -17.3% | +29.1% | +13.3% |
| 6M | +16.5% | -5.2% | +21.7% | +14.8% |
| YTD | +26.5% | +14.1% | +12.4% | +21.0% |
| 1Y | +32.7% | +16.6% | +16.1% | +26.3% |
| All | +32.8% | +163.7% | -131.0% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling