+441.9%
CARR vs IONS
+34.1%
+407.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | -4.8% | +6.4% | +2.1% |
| 30D | -8.7% | +7.2% | -15.9% | -9.6% |
| 3M | -12.6% | -22.7% | +10.1% | -10.7% |
| 6M | -1.5% | -26.9% | +25.3% | +1.2% |
| YTD | +14.3% | -26.6% | +40.9% | +17.4% |
| 1Y | -4.6% | -2.1% | -2.5% | -5.7% |
| 3Y | +7.3% | +43.4% | -36.1% | -2.8% |
| 5Y | +11.6% | +47.0% | -35.3% | -0.8% |
| All | +441.9% | +34.1% | +407.9% | +405.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling