+51.5%
CART vs IONS
+35.2%
+16.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.0% | -4.8% | +5.9% | +1.5% |
| 30D | +12.6% | +7.2% | +5.4% | +11.9% |
| 3M | +23.1% | -22.7% | +45.8% | +25.1% |
| 6M | +39.5% | -26.9% | +66.4% | +42.5% |
| YTD | +13.5% | -26.6% | +40.1% | +15.7% |
| 1Y | +14.9% | -2.1% | +17.0% | +13.0% |
| All | +51.5% | +35.2% | +16.3% | +39.5% |
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