+0.1%
CARR vs IONS
+35.4%
-35.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -4.1% | -4.3% | +0.1% | -3.8% |
| 30D | -11.0% | +0.4% | -11.4% | -11.1% |
| 3M | -16.4% | -24.1% | +7.7% | -15.2% |
| 6M | -2.4% | -26.4% | +24.1% | -0.7% |
| YTD | +8.4% | -29.7% | +38.1% | +10.7% |
| 1Y | -8.0% | -13.0% | +5.1% | -8.0% |
| All | +0.1% | +35.4% | -35.3% | -6.1% |
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