+288.0%
IONS vs CASY
+39,314.3%
-39,026.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -4.0% |
| 7D | -12.6% | +1.8% | -14.4% | -13.1% |
| 30D | -11.8% | +11.2% | -23.0% | -14.7% |
| 3M | -28.4% | -19.1% | -9.3% | -24.2% |
| 6M | -48.4% | -19.9% | -28.5% | -45.8% |
| YTD | -51.0% | +25.2% | -76.1% | -55.2% |
| 1Y | -48.0% | +31.6% | -79.7% | -53.3% |
| 3Y | -17.8% | +155.4% | -173.2% | -40.8% |
| 5Y | +15.2% | +251.5% | -236.4% | -25.7% |
| 10Y | +43.0% | +558.6% | -515.6% | -26.3% |
| All | +288.0% | +39,314.3% | -39,026.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling