+990.2%
IBKR vs CASY
+453.5%
+536.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.7% |
| 7D | -1.3% | -18.6% | +17.2% | +4.2% |
| 30D | -0.2% | -26.6% | +26.4% | +8.4% |
| 3M | +3.0% | -32.8% | +35.7% | +14.3% |
| 6M | +33.9% | -10.0% | +43.9% | +34.2% |
| YTD | +42.5% | +11.6% | +30.9% | +33.0% |
| 1Y | +44.9% | +11.5% | +33.4% | +34.8% |
| 3Y | +293.0% | +160.7% | +132.3% | +168.6% |
| 5Y | +497.7% | +232.4% | +265.2% | +268.2% |
| All | +990.2% | +453.5% | +536.7% | +469.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling