-6.5%
IBN vs CASY
+42.6%
-49.2%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.4% | -2.3% |
| 7D | -2.2% | -4.4% | +2.2% | -1.8% |
| 30D | -2.3% | -12.0% | +9.8% | -1.4% |
| 3M | +15.9% | -2.3% | +18.2% | +14.4% |
| 6M | +5.6% | +10.5% | -4.9% | -0.2% |
| YTD | -0.1% | +33.0% | -33.1% | -8.3% |
| 1Y | -6.5% | +41.1% | -47.7% | -15.1% |
| All | -6.5% | +42.6% | -49.2% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling