+688.6%
CAT vs IONS
-32.1%
+720.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.8% |
| 7D | +7.4% | -26.3% | +33.7% | +11.5% |
| 30D | -19.7% | -31.9% | +12.3% | -15.6% |
| 3M | -29.6% | -48.0% | +18.4% | -23.2% |
| 6M | -33.2% | -62.6% | +29.4% | -24.0% |
| YTD | +5.7% | -63.3% | +68.9% | +20.5% |
| 1Y | +9.3% | -58.4% | +67.7% | +22.3% |
| 3Y | +158.3% | -38.2% | +196.6% | +163.0% |
| 5Y | +211.6% | -11.1% | +222.7% | +189.1% |
| All | +688.6% | -32.1% | +720.7% | +659.0% |
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 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