-16.1%
IP vs CASY
+276.6%
-292.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | -10.9% | -11.3% | +0.5% | -9.5% |
| 3M | +11.2% | -0.6% | +11.8% | +9.9% |
| 6M | -10.2% | +10.7% | -20.9% | -14.0% |
| YTD | -2.0% | +37.1% | -39.1% | -10.5% |
| 1Y | -19.1% | +52.3% | -71.4% | -28.0% |
| 3Y | +20.9% | +215.2% | -194.3% | -11.4% |
| All | -16.1% | +276.6% | -292.7% | -43.0% |
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