-12.3%
IP vs CASY
+254.0%
-266.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.1% | -4.3% |
| 7D | -5.0% | +1.8% | -6.8% | -5.2% |
| 30D | +6.5% | +11.2% | -4.6% | +4.9% |
| 3M | -18.0% | -19.1% | +1.0% | -16.0% |
| 6M | +10.3% | -19.9% | +30.2% | +13.2% |
| YTD | -9.9% | +25.2% | -35.1% | -16.9% |
| 1Y | -1.1% | +31.6% | -32.7% | -9.9% |
| 3Y | +13.0% | +155.4% | -142.4% | -13.5% |
| 5Y | -12.3% | +251.5% | -263.8% | -40.3% |
| All | -12.3% | +254.0% | -266.3% | -40.3% |
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