+65.1%
IVZ vs CASY
+276.6%
-211.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | +4.0% | -11.3% | +15.3% | +7.1% |
| 3M | +18.2% | -0.6% | +18.8% | +16.3% |
| 6M | +32.8% | +10.7% | +22.1% | +25.6% |
| YTD | +28.7% | +37.1% | -8.4% | +13.2% |
| 1Y | +55.4% | +52.3% | +3.1% | +31.3% |
| 3Y | +135.2% | +215.2% | -80.0% | +46.5% |
| All | +65.1% | +276.6% | -211.5% | -6.3% |
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