+49.0%
IVZ vs CASY
+553.2%
-504.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.4% | +1.1% | -3.5% | -3.0% |
| 30D | -11.2% | +8.7% | -19.9% | -14.6% |
| 3M | -14.0% | -17.3% | +3.3% | -7.7% |
| 6M | +0.5% | -19.7% | +20.2% | +6.9% |
| YTD | +5.4% | +24.8% | -19.4% | -10.7% |
| 1Y | +19.5% | +31.9% | -12.4% | -2.0% |
| 3Y | +128.7% | +155.4% | -26.7% | +24.9% |
| 5Y | +28.8% | +250.6% | -221.8% | -43.7% |
| All | +49.0% | +553.2% | -504.2% | -48.1% |
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