+75.7%
CART vs IONS
-6.5%
+82.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +1.4% | -10.6% | +11.9% | +2.4% |
| 30D | +29.7% | -7.7% | +37.4% | +30.5% |
| 3M | +29.7% | -27.1% | +56.8% | +33.4% |
| 6M | +36.8% | -46.8% | +83.6% | +43.7% |
| YTD | +31.7% | -49.2% | +80.9% | +38.7% |
| 1Y | +62.4% | -44.9% | +107.3% | +69.2% |
| 3Y | +120.1% | -14.9% | +135.0% | +113.7% |
| All | +75.7% | -6.5% | +82.3% | +67.2% |
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