+1,504.3%
IBN vs CASY
+9,384.4%
-7,880.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | -11.3% | +11.0% | +4.0% |
| 3M | +17.1% | -0.6% | +17.8% | +15.3% |
| 6M | +3.4% | +10.7% | -7.3% | -2.8% |
| YTD | +2.5% | +37.1% | -34.6% | -11.5% |
| 1Y | -4.2% | +52.3% | -56.5% | -21.0% |
| 3Y | +32.4% | +215.2% | -182.8% | -21.5% |
| 5Y | +59.2% | +276.5% | -217.3% | -14.1% |
| 10Y | +345.7% | +508.4% | -162.7% | +86.9% |
| All | +1,504.3% | +9,384.4% | -7,880.1% | +161.2% |
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