+421.5%
CARR vs IONS
+25.1%
+396.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | -3.8% | -6.7% | +2.9% | -3.0% |
| 30D | -8.9% | -4.1% | -4.8% | -8.6% |
| 3M | -17.3% | -26.6% | +9.3% | -15.1% |
| 6M | -1.4% | -27.5% | +26.1% | +1.4% |
| YTD | +10.0% | -31.5% | +41.5% | +13.8% |
| 1Y | -6.4% | -15.3% | +9.0% | -5.8% |
| 3Y | +1.5% | +31.3% | -29.7% | -7.1% |
| 5Y | +9.3% | +50.2% | -40.9% | -3.5% |
| All | +421.5% | +25.1% | +396.4% | +389.9% |
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