-44.9%
IONS vs CASY
+32.1%
-77.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -10.6% | +0.8% | -11.4% | -10.7% |
| 30D | -7.7% | +9.4% | -17.1% | -8.8% |
| 3M | -27.1% | -20.6% | -6.5% | -26.0% |
| 6M | -46.8% | -20.7% | -26.1% | -45.0% |
| YTD | -49.2% | +22.5% | -71.8% | -52.1% |
| 1Y | -44.9% | +29.5% | -74.4% | -48.8% |
| All | -44.9% | +32.1% | -77.1% | -48.8% |
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 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