+55.4%
IVZ vs CASY
+51.2%
+4.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +4.0% | -11.3% | +15.3% | +4.2% |
| 3M | +18.2% | -0.6% | +18.8% | +16.9% |
| 6M | +32.8% | +10.7% | +22.1% | +26.9% |
| YTD | +28.7% | +37.1% | -8.4% | +19.0% |
| 1Y | +55.4% | +52.3% | +3.1% | +42.6% |
| All | +55.4% | +51.2% | +4.2% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling