-38.3%
CAG vs IONS
-32.1%
-6.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +1.0% |
| 7D | -3.3% | -26.3% | +22.9% | -2.2% |
| 30D | +7.7% | -31.9% | +39.6% | +9.2% |
| 3M | -3.2% | -48.0% | +44.8% | -0.6% |
| 6M | +7.0% | -62.6% | +69.5% | +11.3% |
| YTD | -9.0% | -63.3% | +54.3% | -5.3% |
| 1Y | -9.6% | -58.4% | +48.8% | -6.5% |
| 3Y | -36.0% | -38.2% | +2.2% | -35.5% |
| 5Y | -40.9% | -11.1% | -29.8% | -41.9% |
| All | -38.3% | -32.1% | -6.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling