+80.2%
IBB vs CASY
+154.1%
-73.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.0% |
| 30D | +5.1% | +8.7% | -3.6% | +3.9% |
| 3M | +10.7% | -17.3% | +28.0% | +13.0% |
| 6M | +22.9% | -19.7% | +42.6% | +26.0% |
| YTD | +26.7% | +24.8% | +1.9% | +18.3% |
| 1Y | +35.1% | +31.9% | +3.2% | +24.5% |
| 3Y | +80.2% | +155.4% | -75.2% | +41.7% |
| All | +80.2% | +154.1% | -73.9% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling