+1,410.3%
IBKR vs CASY
+2,804.8%
-1,394.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | +4.1% |
| 7D | +1.3% | -16.5% | +17.8% | +7.3% |
| 30D | -0.3% | -26.4% | +26.1% | +10.1% |
| 3M | +4.7% | -17.3% | +22.0% | +9.1% |
| 6M | +34.0% | -5.2% | +39.2% | +32.6% |
| YTD | +40.8% | +14.1% | +26.7% | +29.9% |
| 1Y | +45.7% | +16.6% | +29.1% | +32.8% |
| 3Y | +288.4% | +163.7% | +124.6% | +154.2% |
| 5Y | +487.2% | +231.3% | +255.9% | +246.4% |
| 10Y | +991.2% | +462.9% | +528.3% | +400.3% |
| All | +1,410.3% | +2,804.8% | -1,394.5% | +179.0% |
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