+807.9%
IFF vs CASY
+34,208.6%
-33,400.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -1.8% | +3.6% | -5.3% | -2.4% |
| 30D | -9.4% | +9.1% | -18.5% | -10.8% |
| 3M | -3.0% | -16.5% | +13.5% | -0.3% |
| 6M | +5.8% | -19.7% | +25.5% | +8.7% |
| YTD | +22.4% | +29.3% | -6.9% | +15.5% |
| 1Y | +23.0% | +33.1% | -10.1% | +15.4% |
| 3Y | +21.8% | +158.5% | -136.8% | +0.4% |
| 5Y | -39.2% | +266.7% | -306.0% | -53.2% |
| 10Y | -12.4% | +553.5% | -565.9% | -39.5% |
| All | +807.9% | +34,208.6% | -33,400.7% | +310.3% |
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