+133.1%
IBB vs CASY
+565.2%
-432.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | -1.4% | +5.8% | -7.2% | -2.7% |
| 30D | +6.8% | +10.7% | -3.9% | +4.1% |
| 3M | +9.2% | -13.9% | +23.1% | +12.5% |
| 6M | +28.3% | -18.4% | +46.8% | +32.9% |
| YTD | +29.4% | +29.6% | -0.3% | +17.6% |
| 1Y | +33.2% | +32.8% | +0.3% | +20.1% |
| 3Y | +90.2% | +162.3% | -72.1% | +38.7% |
| 5Y | +44.0% | +265.0% | -221.0% | -6.2% |
| 10Y | +133.1% | +555.4% | -422.3% | +24.2% |
| All | +133.1% | +565.2% | -432.1% | +24.2% |
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