-63.8%
IOVA vs CASY
+261.5%
-325.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.6% | -5.5% |
| 7D | -1.4% | +2.5% | -3.9% | -1.8% |
| 30D | -47.4% | +10.2% | -57.6% | -48.5% |
| 3M | +13.2% | -15.7% | +28.9% | +16.7% |
| 6M | +114.3% | -18.4% | +132.7% | +120.5% |
| YTD | +179.5% | +28.3% | +151.2% | +143.8% |
| 1Y | +200.4% | +32.6% | +167.8% | +157.9% |
| 3Y | +92.2% | +159.5% | -67.3% | +31.3% |
| 5Y | -63.8% | +263.9% | -327.7% | -79.7% |
| All | -63.8% | +261.5% | -325.3% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling