+10.9%
CARR vs IONS
-36.9%
+47.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -0.8% |
| 7D | +3.5% | -26.3% | +29.8% | +5.6% |
| 30D | +0.4% | -31.9% | +32.3% | +3.2% |
| 3M | -14.1% | -48.0% | +33.9% | -9.7% |
| 6M | -16.7% | -62.6% | +45.9% | -10.6% |
| YTD | +4.2% | -63.3% | +67.5% | +12.0% |
| 1Y | -0.2% | -58.4% | +58.2% | +5.9% |
| 3Y | +10.9% | -38.2% | +49.1% | +4.8% |
| All | +10.9% | -36.9% | +47.7% | +4.8% |
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