+54.7%
IONS vs CASY
+276.6%
-221.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | +7.2% | -11.3% | +18.5% | +10.4% |
| 3M | -22.7% | -0.6% | -22.0% | -23.4% |
| 6M | -26.9% | +10.7% | -37.6% | -30.2% |
| YTD | -26.6% | +37.1% | -63.7% | -34.5% |
| 1Y | -2.1% | +52.3% | -54.4% | -15.8% |
| 3Y | +43.4% | +215.2% | -171.8% | -6.0% |
| All | +54.7% | +276.6% | -221.9% | -8.6% |
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