+22.9%
IP vs CASY
+505.6%
-482.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -10.9% | -11.3% | +0.5% | -7.7% |
| 3M | +11.2% | -0.6% | +11.8% | +8.9% |
| 6M | -10.2% | +10.7% | -20.9% | -16.1% |
| YTD | -2.0% | +37.1% | -39.1% | -15.3% |
| 1Y | -19.1% | +52.3% | -71.4% | -33.0% |
| 3Y | +20.9% | +215.2% | -194.3% | -27.5% |
| 5Y | -17.8% | +276.5% | -294.3% | -55.5% |
| All | +22.9% | +505.6% | -482.6% | -46.1% |
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