+411.5%
CAH vs IONS
-32.1%
+443.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.4% | -5.3% | +0.2% |
| 7D | +3.5% | -26.3% | +29.7% | +7.3% |
| 30D | +13.5% | -31.9% | +45.4% | +19.0% |
| 3M | +21.8% | -48.0% | +69.8% | +32.5% |
| 6M | +51.5% | -62.6% | +114.1% | +71.6% |
| YTD | +38.1% | -63.3% | +101.3% | +56.4% |
| 1Y | +37.7% | -58.4% | +96.1% | +53.0% |
| 3Y | +179.6% | -38.2% | +217.8% | +184.0% |
| 5Y | +504.9% | -11.1% | +516.1% | +458.7% |
| All | +411.5% | -32.1% | +443.6% | +384.4% |
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