+18.5%
IP vs CASY
+149.3%
-130.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | +11.2% | +9.4% | +1.8% | +10.4% |
| 3M | -14.8% | -20.6% | +5.8% | -13.6% |
| 6M | +17.3% | -20.7% | +38.0% | +19.5% |
| YTD | -6.2% | +22.5% | -28.7% | -13.0% |
| 1Y | +2.3% | +29.5% | -27.1% | -6.2% |
| All | +18.5% | +149.3% | -130.8% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling