+92.6%
CAPR vs IONS
+47.7%
+44.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | -4.8% | +2.9% | +0.1% |
| 30D | +139.2% | +7.2% | +132.0% | +134.6% |
| 3M | -66.4% | -22.7% | -43.7% | -63.3% |
| 6M | -63.1% | -26.9% | -36.3% | -59.0% |
| YTD | -67.4% | -26.6% | -40.9% | -63.7% |
| 1Y | +58.2% | -2.1% | +60.4% | +59.0% |
| 3Y | +42.2% | +43.4% | -1.2% | +16.1% |
| All | +92.6% | +47.7% | +44.9% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling