+44.0%
IGV vs CASY
+220.7%
-176.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +3.2% | -11.3% | +14.6% | +4.4% |
| 3M | +4.5% | -0.6% | +5.2% | +3.8% |
| 6M | +22.1% | +10.7% | +11.4% | +18.3% |
| YTD | -1.0% | +37.1% | -38.2% | -8.6% |
| 1Y | -2.1% | +52.3% | -54.4% | -12.1% |
| All | +44.0% | +220.7% | -176.7% | +20.1% |
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