+44.0%
IBB vs CASY
+265.4%
-221.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | 0.0% |
| 7D | -1.4% | +5.8% | -7.2% | -2.4% |
| 30D | +6.8% | +10.7% | -3.9% | +4.7% |
| 3M | +9.2% | -13.9% | +23.1% | +11.8% |
| 6M | +28.3% | -18.4% | +46.8% | +32.5% |
| YTD | +29.4% | +29.6% | -0.3% | +18.4% |
| 1Y | +33.2% | +32.8% | +0.3% | +20.9% |
| 3Y | +90.2% | +162.3% | -72.1% | +40.5% |
| 5Y | +44.0% | +265.0% | -221.0% | -9.2% |
| All | +44.0% | +265.4% | -221.4% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling