+941.3%
IGV vs CASY
+6,552.4%
-5,611.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.4% |
| 7D | -0.4% | +3.6% | -4.0% | -1.5% |
| 30D | -9.9% | +7.2% | -17.1% | -12.0% |
| 3M | -1.2% | -16.9% | +15.7% | +3.6% |
| 6M | +11.3% | -19.3% | +30.7% | +16.1% |
| YTD | -4.0% | +25.6% | -29.6% | -13.8% |
| 1Y | -7.3% | +30.2% | -37.5% | -18.0% |
| 3Y | +42.8% | +154.9% | -112.1% | -0.8% |
| 5Y | +13.7% | +252.1% | -238.5% | -30.0% |
| 10Y | +354.8% | +535.8% | -181.0% | +118.6% |
| All | +941.3% | +6,552.4% | -5,611.1% | +57.6% |
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