+156.0%
CAKE vs IONS
+53.9%
+102.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -5.6% | -4.3% | -1.4% | -4.9% |
| 30D | -10.5% | +0.4% | -10.9% | -10.6% |
| 3M | +43.6% | -24.1% | +67.7% | +49.0% |
| 6M | +63.0% | -26.4% | +89.5% | +69.9% |
| YTD | +102.9% | -29.7% | +132.5% | +113.1% |
| 1Y | +75.6% | -13.0% | +88.7% | +76.0% |
| 3Y | +257.7% | +35.0% | +222.7% | +208.0% |
| 5Y | +156.0% | +54.2% | +101.8% | +98.7% |
| All | +156.0% | +53.9% | +102.1% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling