+309.6%
IVV vs CASY
+551.3%
-241.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +0.1% | +3.6% | -3.5% | -0.8% |
| 30D | -3.3% | +7.2% | -10.5% | -5.1% |
| 3M | -2.4% | -16.9% | +14.5% | +1.7% |
| 6M | +2.6% | -19.3% | +21.9% | +6.7% |
| YTD | +11.3% | +25.6% | -14.3% | +1.0% |
| 1Y | +13.4% | +30.2% | -16.7% | +1.6% |
| 3Y | +80.3% | +154.9% | -74.6% | +27.2% |
| 5Y | +72.7% | +252.1% | -179.4% | +7.1% |
| 10Y | +309.6% | +535.8% | -226.2% | +112.1% |
| All | +309.6% | +551.3% | -241.7% | +112.1% |
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