-67.9%
IOVA vs CASY
+250.1%
-318.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.9% |
| 7D | -5.2% | +1.1% | -6.3% | -5.4% |
| 30D | -37.8% | +8.7% | -46.5% | -39.0% |
| 3M | +29.5% | -17.3% | +46.8% | +33.9% |
| 6M | +96.6% | -19.7% | +116.3% | +102.6% |
| YTD | +194.5% | +24.8% | +169.7% | +157.6% |
| 1Y | +248.1% | +31.9% | +216.2% | +197.2% |
| 3Y | +86.1% | +155.4% | -69.3% | +26.4% |
| All | -67.9% | +250.1% | -318.0% | -82.0% |
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