-77.0%
CAPR vs IONS
+98.1%
-175.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | -4.8% | +2.9% | -0.4% |
| 30D | +139.2% | +7.2% | +132.0% | +135.6% |
| 3M | -66.4% | -22.7% | -43.7% | -63.8% |
| 6M | -63.1% | -26.9% | -36.3% | -59.7% |
| YTD | -67.4% | -26.6% | -40.9% | -64.4% |
| 1Y | +58.2% | -2.1% | +60.4% | +59.3% |
| 3Y | +42.2% | +43.4% | -1.2% | +23.5% |
| 5Y | +87.3% | +47.0% | +40.3% | +57.1% |
| All | -77.0% | +98.1% | -175.1% | -79.7% |
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 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