+28.8%
IVZ vs CASY
+254.0%
-225.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.2% | -10.2% | -8.5% |
| 7D | -6.7% | +1.8% | -8.5% | -7.1% |
| 30D | -10.9% | +11.2% | -22.0% | -13.2% |
| 3M | -14.8% | -19.1% | +4.2% | -10.8% |
| 6M | +2.4% | -19.9% | +22.3% | +6.8% |
| YTD | +5.4% | +25.2% | -19.7% | -5.5% |
| 1Y | +19.6% | +31.6% | -12.1% | +5.1% |
| 3Y | +122.4% | +155.4% | -33.0% | +49.3% |
| 5Y | +28.8% | +251.5% | -222.8% | -27.5% |
| All | +28.8% | +254.0% | -225.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling