-66.2%
CAPR vs IONS
+17.3%
-83.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.1% |
| 7D | +41.1% | -9.4% | +50.5% | +45.2% |
| 30D | +11.1% | -10.7% | +21.8% | +15.1% |
| 3M | +115.3% | -27.7% | +143.0% | +139.9% |
| 6M | -73.8% | -48.7% | -25.1% | -67.9% |
| YTD | -68.8% | -50.2% | -18.6% | -61.4% |
| 1Y | +43.3% | -46.8% | +90.1% | +74.2% |
| 3Y | +214.7% | -14.8% | +229.5% | +218.8% |
| 5Y | +141.3% | +17.0% | +124.3% | +119.1% |
| All | -66.2% | +17.3% | -83.5% | -66.4% |
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