-39.8%
IONS vs CASY
+162.5%
-202.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -29.4% | +5.8% | -35.3% | -30.3% |
| 30D | -35.1% | +10.7% | -45.8% | -36.5% |
| 3M | -48.9% | -13.9% | -35.0% | -47.7% |
| 6M | -62.4% | -18.4% | -44.0% | -61.0% |
| YTD | -64.2% | +29.6% | -93.8% | -67.2% |
| 1Y | -60.9% | +32.8% | -93.7% | -64.5% |
| All | -39.8% | +162.5% | -202.3% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling