+13.0%
IONS vs CASY
+250.1%
-237.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -9.4% | +1.1% | -10.5% | -9.7% |
| 30D | -10.7% | +8.7% | -19.4% | -12.8% |
| 3M | -27.7% | -17.3% | -10.3% | -24.5% |
| 6M | -48.7% | -19.7% | -29.0% | -46.3% |
| YTD | -50.2% | +24.8% | -75.0% | -54.8% |
| 1Y | -46.8% | +31.9% | -78.7% | -52.6% |
| 3Y | -14.8% | +155.4% | -170.2% | -40.9% |
| All | +13.0% | +250.1% | -237.1% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling