-34.9%
IFF vs CASY
+230.5%
-265.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.8% | -17.2% | +14.5% | +0.5% |
| 30D | -1.1% | -24.4% | +23.3% | +3.9% |
| 3M | +13.8% | -31.4% | +45.2% | +21.8% |
| 6M | +16.7% | -8.9% | +25.6% | +16.1% |
| YTD | +26.1% | +13.8% | +12.3% | +19.1% |
| 1Y | +33.5% | +17.0% | +16.5% | +25.0% |
| 3Y | +31.6% | +163.1% | -131.5% | -3.0% |
| 5Y | -34.9% | +239.0% | -273.9% | -56.2% |
| All | -34.9% | +230.5% | -265.4% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling