+357.9%
IGV vs CASY
+549.1%
-191.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.1% |
| 7D | -3.3% | -4.4% | +1.0% | -2.2% |
| 30D | 0.0% | -12.0% | +12.0% | +3.0% |
| 3M | +7.3% | -2.3% | +9.7% | +6.5% |
| 6M | +16.7% | +10.5% | +6.2% | +11.0% |
| YTD | -2.8% | +33.0% | -35.9% | -12.8% |
| 1Y | -6.7% | +41.1% | -47.8% | -18.1% |
| 3Y | +41.1% | +207.5% | -166.4% | -4.8% |
| 5Y | +22.0% | +290.7% | -268.7% | -24.6% |
| 10Y | +357.9% | +556.5% | -198.5% | +137.8% |
| All | +357.9% | +549.1% | -191.1% | +137.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling