+319.9%
IP vs CASY
+33,122.1%
-32,802.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.1% | -4.5% |
| 7D | -5.0% | +1.8% | -6.8% | -5.4% |
| 30D | +6.5% | +11.2% | -4.6% | +3.6% |
| 3M | -18.0% | -19.1% | +1.0% | -13.9% |
| 6M | +10.3% | -19.9% | +30.2% | +14.4% |
| YTD | -9.9% | +25.2% | -35.1% | -17.2% |
| 1Y | -1.1% | +31.6% | -32.7% | -10.4% |
| 3Y | +13.0% | +155.4% | -142.4% | -15.8% |
| 5Y | -12.3% | +251.5% | -263.8% | -40.8% |
| 10Y | +26.8% | +558.6% | -531.8% | -28.2% |
| All | +319.9% | +33,122.1% | -32,802.2% | +9.4% |
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