+151.7%
IBB vs CASY
+553.2%
-401.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | +5.1% | +8.7% | -3.6% | +2.9% |
| 3M | +10.7% | -17.3% | +28.0% | +15.1% |
| 6M | +22.9% | -19.7% | +42.6% | +27.6% |
| YTD | +26.7% | +24.8% | +1.9% | +16.2% |
| 1Y | +35.1% | +31.9% | +3.2% | +21.9% |
| 3Y | +80.2% | +155.4% | -75.2% | +32.2% |
| 5Y | +37.8% | +250.6% | -212.7% | -9.3% |
| All | +151.7% | +553.2% | -401.4% | +34.6% |
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