+26.0%
IVZ vs CASY
+31.3%
-5.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | +2.2% | +5.0% | -2.8% | +2.1% |
| 30D | -2.2% | +8.2% | -10.4% | -2.3% |
| 3M | -8.4% | -18.2% | +9.7% | -8.2% |
| 6M | +6.2% | -18.6% | +24.8% | +9.1% |
| YTD | +12.4% | +26.8% | -14.4% | +2.8% |
| 1Y | +26.0% | +31.6% | -5.6% | +14.4% |
| All | +26.0% | +31.3% | -5.3% | +14.4% |
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