+216.8%
CAPR vs IONS
-40.7%
+257.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.1% | -0.9% | -6.9% |
| 7D | +7.6% | -30.3% | +37.9% | +19.6% |
| 30D | +13.3% | -37.7% | +51.0% | +31.4% |
| 3M | +130.4% | -50.5% | +180.9% | +193.3% |
| 6M | -70.8% | -62.8% | -8.0% | -60.1% |
| YTD | -69.3% | -64.4% | -4.9% | -57.3% |
| 1Y | +59.5% | -59.5% | +119.0% | +114.7% |
| 3Y | +216.8% | -39.2% | +256.0% | +259.7% |
| All | +216.8% | -40.7% | +257.5% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling