+914.8%
IGV vs CASY
+6,509.2%
-5,594.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -5.2% | +1.1% | -6.3% | -5.5% |
| 30D | -10.0% | +8.7% | -18.7% | -12.4% |
| 3M | -0.5% | -17.3% | +16.8% | +4.4% |
| 6M | +12.6% | -19.7% | +32.3% | +17.6% |
| YTD | -6.4% | +24.8% | -31.3% | -15.9% |
| 1Y | -9.5% | +31.9% | -41.4% | -20.3% |
| 3Y | +41.7% | +155.4% | -113.7% | -1.7% |
| 5Y | +12.7% | +250.6% | -237.9% | -30.5% |
| 10Y | +354.1% | +556.8% | -202.8% | +115.9% |
| All | +914.8% | +6,509.2% | -5,594.4% | +53.9% |
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