+735.8%
IVV vs CASY
+7,501.2%
-6,765.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.0% |
| 7D | -4.8% | +1.8% | -6.6% | -5.3% |
| 30D | -5.9% | +11.2% | -17.1% | -8.7% |
| 3M | -4.5% | -19.1% | +14.5% | +0.3% |
| 6M | +1.8% | -19.9% | +21.7% | +6.0% |
| YTD | +8.4% | +25.2% | -16.8% | -0.8% |
| 1Y | +9.4% | +31.6% | -22.2% | -1.5% |
| 3Y | +75.3% | +155.4% | -80.2% | +28.1% |
| 5Y | +67.8% | +251.5% | -183.8% | +10.4% |
| 10Y | +314.2% | +558.6% | -244.5% | +121.5% |
| All | +735.8% | +7,501.2% | -6,765.3% | +106.1% |
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 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