-92.7%
IOVA vs CASY
+1,741.0%
-1,833.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | -5.2% | +1.1% | -6.3% | -5.6% |
| 30D | -37.8% | +8.7% | -46.5% | -39.6% |
| 3M | +29.5% | -17.3% | +46.8% | +35.3% |
| 6M | +96.6% | -19.7% | +116.3% | +103.6% |
| YTD | +194.5% | +24.8% | +169.7% | +160.0% |
| 1Y | +248.1% | +31.9% | +216.2% | +200.5% |
| 3Y | +86.1% | +155.4% | -69.3% | +26.2% |
| 5Y | -67.8% | +250.6% | -318.4% | -81.0% |
| 10Y | +38.6% | +556.8% | -518.2% | -34.3% |
| All | -92.7% | +1,741.0% | -1,833.7% | -97.2% |
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