+74.8%
IVV vs CASY
+154.8%
-79.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.6% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | -5.9% | +11.2% | -17.1% | -7.0% |
| 3M | -4.5% | -19.1% | +14.5% | -2.5% |
| 6M | +1.8% | -19.9% | +21.7% | +4.2% |
| YTD | +8.4% | +25.2% | -16.8% | +2.0% |
| 1Y | +9.4% | +31.6% | -22.2% | +1.8% |
| All | +74.8% | +154.8% | -79.9% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling