+130.6%
IBB vs CASY
+539.5%
-408.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.8% | +5.0% | -4.2% | -0.4% |
| 30D | +5.2% | +8.2% | -3.0% | +3.1% |
| 3M | +8.6% | -18.2% | +26.8% | +13.2% |
| 6M | +27.8% | -18.6% | +46.4% | +32.3% |
| YTD | +28.8% | +26.8% | +2.0% | +17.7% |
| 1Y | +36.4% | +31.6% | +4.8% | +23.2% |
| 3Y | +89.3% | +156.5% | -67.2% | +38.9% |
| 5Y | +43.3% | +258.6% | -215.4% | -6.3% |
| 10Y | +130.6% | +550.3% | -419.6% | +23.2% |
| All | +130.6% | +539.5% | -408.8% | +23.2% |
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