+37.2%
IBB vs CASY
+250.1%
-212.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.4% |
| 3M | +10.7% | -17.3% | +28.0% | +14.2% |
| 6M | +22.9% | -19.7% | +42.6% | +27.0% |
| YTD | +26.7% | +24.8% | +1.9% | +16.7% |
| 1Y | +35.1% | +31.9% | +3.2% | +22.5% |
| 3Y | +80.2% | +155.4% | -75.2% | +33.5% |
| All | +37.2% | +250.1% | -212.9% | -13.0% |
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