+72.5%
CART vs IONS
-8.2%
+80.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +3.0% | -9.4% | +12.4% | +3.9% |
| 30D | +28.6% | -10.7% | +39.3% | +29.8% |
| 3M | +29.1% | -27.7% | +56.7% | +32.9% |
| 6M | +44.7% | -48.7% | +93.4% | +52.6% |
| YTD | +29.2% | -50.2% | +79.4% | +36.3% |
| 1Y | +66.2% | -46.8% | +113.0% | +73.8% |
| 3Y | +112.8% | -14.8% | +127.7% | +107.2% |
| All | +72.5% | -8.2% | +80.7% | +64.4% |
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