+674.0%
CAT vs IONS
-27.6%
+701.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.1% | +6.7% | -1.1% |
| 7D | -6.3% | -30.3% | +23.9% | -1.9% |
| 30D | -26.8% | -37.7% | +10.9% | -22.1% |
| 3M | -30.0% | -50.5% | +20.5% | -23.1% |
| 6M | -34.6% | -62.8% | +28.2% | -25.5% |
| YTD | +2.9% | -64.4% | +67.3% | +17.9% |
| 1Y | +3.3% | -59.5% | +62.7% | +15.9% |
| 3Y | +153.7% | -39.2% | +192.9% | +159.0% |
| 5Y | +207.3% | -15.3% | +222.6% | +187.7% |
| 10Y | +674.0% | -31.2% | +705.2% | +647.1% |
| All | +674.0% | -27.6% | +701.6% | +647.1% |
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