+179.3%
IJH vs CASY
+453.5%
-274.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | -1.9% | -18.6% | +16.7% | +4.5% |
| 30D | -4.6% | -26.6% | +22.0% | +4.9% |
| 3M | -1.2% | -32.8% | +31.6% | +11.5% |
| 6M | +9.4% | -10.0% | +19.4% | +9.8% |
| YTD | +13.3% | +11.6% | +1.7% | +4.8% |
| 1Y | +13.4% | +11.5% | +1.9% | +4.5% |
| 3Y | +50.4% | +160.7% | -110.2% | -4.3% |
| 5Y | +49.0% | +232.4% | -183.5% | -15.9% |
| All | +179.3% | +453.5% | -274.2% | +30.6% |
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 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