+541.7%
IBB vs CASY
+8,007.5%
-7,465.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +10.5% | -11.3% | +21.8% | +14.1% |
| 3M | +23.6% | -0.6% | +24.3% | +22.1% |
| 6M | +22.6% | +10.7% | +11.9% | +17.0% |
| YTD | +25.7% | +37.1% | -11.4% | +12.4% |
| 1Y | +51.4% | +52.3% | -0.9% | +30.8% |
| 3Y | +64.4% | +215.2% | -150.8% | +11.9% |
| 5Y | +22.1% | +276.5% | -254.3% | -22.1% |
| 10Y | +132.5% | +508.4% | -375.9% | +22.7% |
| All | +541.7% | +8,007.5% | -7,465.8% | +19.8% |
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