+490.7%
IBKR vs CASY
+236.1%
+254.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -3.8% | -17.2% | +13.4% | -0.2% |
| 30D | -0.3% | -24.4% | +24.1% | +5.3% |
| 3M | +4.8% | -31.4% | +36.2% | +12.9% |
| 6M | +30.8% | -8.9% | +39.7% | +30.0% |
| YTD | +39.5% | +13.8% | +25.6% | +30.1% |
| 1Y | +43.7% | +17.0% | +26.7% | +32.6% |
| 3Y | +284.7% | +163.1% | +121.5% | +177.5% |
| All | +490.7% | +236.1% | +254.6% | +287.6% |
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