-55.4%
IONS vs CASY
+30.1%
-85.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.7% | -22.0% | -21.4% |
| 7D | -24.8% | +3.6% | -28.4% | -25.2% |
| 30D | -31.5% | +7.2% | -38.7% | -32.2% |
| 3M | -45.2% | -16.9% | -28.3% | -44.6% |
| 6M | -59.1% | -19.3% | -39.7% | -57.8% |
| YTD | -60.8% | +25.6% | -86.5% | -63.0% |
| All | -55.4% | +30.1% | -85.5% | -58.4% |
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