-31.2%
IONS vs CASY
+539.5%
-570.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.9% | -10.0% | -9.3% |
| 7D | -30.3% | +5.0% | -35.2% | -31.4% |
| 30D | -37.7% | +8.2% | -45.9% | -39.4% |
| 3M | -50.5% | -18.2% | -32.3% | -47.7% |
| 6M | -62.8% | -18.6% | -44.2% | -61.0% |
| YTD | -64.4% | +26.8% | -91.2% | -68.1% |
| 1Y | -59.5% | +31.6% | -91.1% | -64.2% |
| 3Y | -39.2% | +156.5% | -195.7% | -58.6% |
| 5Y | -15.3% | +258.6% | -274.0% | -49.9% |
| 10Y | -31.2% | +550.3% | -581.4% | -70.1% |
| All | -31.2% | +539.5% | -570.6% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling