+77.2%
CAPR vs IONS
-55.7%
+132.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -21.4% | +30.8% | +20.4% |
| 7D | +36.0% | -24.8% | +60.9% | +54.4% |
| 30D | +25.8% | -31.5% | +57.3% | +53.0% |
| 3M | +140.8% | -45.2% | +186.0% | +251.4% |
| 6M | -67.6% | -59.1% | -8.5% | -49.7% |
| YTD | -65.9% | -60.8% | -5.1% | -42.3% |
| All | +77.2% | -55.7% | +132.9% | +205.4% |
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 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