+535.8%
IBB vs CASY
+7,300.9%
-6,765.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -5.6% |
| 7D | -3.6% | +1.8% | -5.4% | -4.1% |
| 30D | +3.4% | +11.2% | -7.8% | +0.2% |
| 3M | +9.5% | -19.1% | +28.6% | +15.3% |
| 6M | +23.3% | -19.9% | +43.2% | +28.6% |
| YTD | +24.5% | +25.2% | -0.6% | +13.6% |
| 1Y | +32.9% | +31.6% | +1.3% | +19.2% |
| 3Y | +76.6% | +155.4% | -78.9% | +27.4% |
| 5Y | +35.5% | +251.5% | -216.0% | -12.4% |
| 10Y | +156.7% | +558.6% | -401.9% | +31.5% |
| All | +535.8% | +7,300.9% | -6,765.0% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling