+972.2%
IVZ vs CASY
+8,556.8%
-7,584.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -3.5% | +9.4% | -12.9% | -7.2% |
| 3M | -7.4% | -20.6% | +13.2% | +0.7% |
| 6M | +14.7% | -20.7% | +35.4% | +22.0% |
| YTD | +14.6% | +22.5% | -7.9% | +0.9% |
| 1Y | +30.7% | +29.5% | +1.2% | +12.1% |
| 3Y | +141.8% | +150.0% | -8.1% | +51.4% |
| 5Y | +40.2% | +248.6% | -208.3% | -25.3% |
| 10Y | +65.6% | +544.6% | -479.0% | -32.3% |
| All | +972.2% | +8,556.8% | -7,584.7% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling