-16.5%
IONS vs CASY
+261.5%
-278.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -29.6% | +2.5% | -32.1% | -30.1% |
| 30D | -35.6% | +10.2% | -45.8% | -37.3% |
| 3M | -51.7% | -15.7% | -36.0% | -49.9% |
| 6M | -64.0% | -18.4% | -45.6% | -62.4% |
| YTD | -65.5% | +28.3% | -93.8% | -68.9% |
| 1Y | -62.4% | +32.6% | -95.0% | -66.5% |
| 3Y | -41.1% | +159.5% | -200.6% | -59.1% |
| 5Y | -16.5% | +263.9% | -280.4% | -50.7% |
| All | -16.5% | +261.5% | -278.0% | -50.7% |
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