+66.2%
CART vs IONS
-47.1%
+113.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | +3.0% | -9.4% | +12.4% | +3.3% |
| 30D | +28.6% | -10.7% | +39.3% | +29.0% |
| 3M | +29.1% | -27.7% | +56.7% | +30.9% |
| 6M | +44.7% | -48.7% | +93.4% | +46.3% |
| YTD | +29.2% | -50.2% | +79.4% | +30.4% |
| 1Y | +66.2% | -46.8% | +113.0% | +66.0% |
| All | +66.2% | -47.1% | +113.3% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling