+137.1%
IBB vs CASY
+551.3%
-414.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +2.7% | +3.6% | -0.9% | +1.8% |
| 30D | +6.3% | +7.2% | -0.9% | +4.5% |
| 3M | +11.1% | -16.9% | +28.0% | +15.3% |
| 6M | +29.2% | -19.3% | +48.6% | +34.0% |
| YTD | +30.2% | +25.6% | +4.6% | +19.3% |
| 1Y | +39.5% | +30.2% | +9.3% | +26.4% |
| 3Y | +92.3% | +154.9% | -62.5% | +41.3% |
| 5Y | +43.0% | +252.1% | -209.2% | -6.0% |
| 10Y | +137.1% | +535.8% | -398.7% | +28.3% |
| All | +137.1% | +551.3% | -414.2% | +28.3% |
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 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