+861.4%
IFF vs CASY
+36,294.1%
-35,432.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +18.5% | -0.6% | +19.2% | +17.7% |
| 6M | +11.7% | +10.7% | +1.0% | +8.7% |
| YTD | +29.6% | +37.1% | -7.5% | +21.4% |
| 1Y | +35.0% | +52.3% | -17.3% | +23.9% |
| 3Y | +32.3% | +215.2% | -182.9% | +5.5% |
| 5Y | -34.6% | +276.5% | -311.1% | -49.7% |
| 10Y | -20.6% | +508.4% | -529.0% | -44.5% |
| All | +861.4% | +36,294.1% | -35,432.7% | +331.3% |
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