+19,955.3%
CAT vs IONS
+260.9%
+19,694.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -6.1% |
| 7D | -14.5% | -12.6% | -1.9% | -13.4% |
| 30D | -35.7% | -11.8% | -23.9% | -35.0% |
| 3M | -36.3% | -28.4% | -7.9% | -34.4% |
| 6M | -38.5% | -48.4% | +9.9% | -35.0% |
| YTD | -2.5% | -51.0% | +48.4% | +3.5% |
| 1Y | -1.9% | -48.0% | +46.1% | +3.6% |
| 3Y | +139.2% | -17.8% | +157.0% | +138.1% |
| 5Y | +192.1% | +15.2% | +177.0% | +177.6% |
| 10Y | +732.3% | +43.0% | +689.3% | +653.4% |
| All | +19,955.3% | +260.9% | +19,694.4% | +13,889.8% |
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