+7,881.9%
CAH vs IONS
+440.4%
+7,441.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.4% | -4.8% | +10.2% | +5.8% |
| 30D | +3.3% | +7.2% | -3.9% | +2.7% |
| 3M | +22.8% | -22.7% | +45.5% | +25.0% |
| 6M | +11.3% | -26.9% | +38.1% | +13.8% |
| YTD | +21.1% | -26.6% | +47.7% | +23.7% |
| 1Y | +67.2% | -2.1% | +69.4% | +66.5% |
| 3Y | +195.6% | +43.4% | +152.2% | +179.9% |
| 5Y | +413.8% | +47.0% | +366.9% | +378.9% |
| 10Y | +309.6% | +97.2% | +212.4% | +262.5% |
| All | +7,881.9% | +440.4% | +7,441.6% | +5,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling