-92.0%
IOVA vs CASY
+1,922.3%
-2,014.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +9.7% | +0.1% | +9.7% | +9.7% |
| 30D | +102.5% | -11.3% | +113.9% | +108.8% |
| 3M | +100.7% | -0.6% | +101.3% | +95.8% |
| 6M | +106.3% | +10.7% | +95.6% | +93.3% |
| YTD | +222.0% | +37.1% | +184.9% | +178.9% |
| 1Y | +299.5% | +52.3% | +247.2% | +232.2% |
| 3Y | +42.9% | +215.2% | -172.3% | -9.0% |
| 5Y | -65.0% | +276.5% | -341.5% | -79.5% |
| 10Y | +10.3% | +508.4% | -498.1% | -46.6% |
| All | -92.0% | +1,922.3% | -2,014.4% | -97.0% |
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 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