-68.2%
CAPR vs IONS
-27.6%
-40.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.1% | -0.9% | -7.0% |
| 7D | +7.6% | -30.3% | +37.9% | +19.1% |
| 30D | +13.3% | -37.7% | +51.0% | +30.1% |
| 3M | +130.4% | -50.5% | +180.9% | +187.1% |
| 6M | -70.8% | -62.8% | -8.0% | -60.6% |
| YTD | -69.3% | -64.4% | -4.9% | -57.9% |
| 1Y | +59.5% | -59.5% | +119.0% | +110.2% |
| 3Y | +216.8% | -39.2% | +256.0% | +252.0% |
| 5Y | +152.7% | -15.3% | +168.1% | +148.7% |
| 10Y | -68.2% | -31.2% | -37.0% | -67.6% |
| All | -68.2% | -27.6% | -40.6% | -67.6% |
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 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