+47.2%
CAPR vs IONS
-44.5%
+91.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +8.9% | +8.7% |
| 7D | +43.2% | -10.6% | +53.8% | +54.6% |
| 30D | +14.7% | -7.7% | +22.4% | +21.1% |
| 3M | +113.9% | -27.1% | +141.0% | +176.1% |
| 6M | -73.4% | -46.8% | -26.6% | -62.7% |
| YTD | -69.1% | -49.2% | -19.8% | -53.4% |
| 1Y | +47.2% | -44.9% | +92.1% | +122.2% |
| All | +47.2% | -44.5% | +91.7% | +122.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling