+255.9%
IQV vs CASY
+565.2%
-309.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.5% | -0.9% |
| 7D | +4.1% | +5.8% | -1.7% | +2.3% |
| 30D | +4.7% | +10.7% | -6.0% | +1.4% |
| 3M | +12.6% | -13.9% | +26.5% | +17.1% |
| 6M | +58.2% | -18.4% | +76.6% | +65.4% |
| YTD | +21.8% | +29.6% | -7.8% | +6.8% |
| 1Y | +25.6% | +32.8% | -7.2% | +8.9% |
| 3Y | +40.1% | +162.3% | -122.2% | -9.0% |
| 5Y | +8.7% | +265.0% | -256.3% | -39.3% |
| 10Y | +255.9% | +555.4% | -299.4% | +61.4% |
| All | +255.9% | +565.2% | -309.2% | +61.4% |
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 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