+231.0%
IQV vs CASY
+464.4%
-233.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.3% | -17.2% | +12.0% | +0.1% |
| 30D | +5.5% | -24.4% | +29.9% | +14.6% |
| 3M | +41.2% | -31.4% | +72.6% | +57.7% |
| 6M | +50.5% | -8.9% | +59.4% | +50.3% |
| YTD | +14.1% | +13.8% | +0.3% | +4.5% |
| 1Y | +39.9% | +17.0% | +23.0% | +26.2% |
| 3Y | +20.5% | +163.1% | -142.6% | -22.9% |
| 5Y | -1.2% | +239.0% | -240.2% | -43.8% |
| All | +231.0% | +464.4% | -233.4% | +56.4% |
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