+248.2%
CB vs IONS
+17.3%
+230.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.2% | -9.4% | +9.7% | +1.1% |
| 30D | +9.1% | -10.7% | +19.8% | +10.0% |
| 3M | +3.4% | -27.7% | +31.1% | +6.0% |
| 6M | +14.1% | -48.7% | +62.8% | +20.1% |
| YTD | +18.0% | -50.2% | +68.2% | +24.3% |
| 1Y | +30.1% | -46.8% | +76.9% | +36.2% |
| 3Y | +71.8% | -14.8% | +86.6% | +68.8% |
| 5Y | +101.8% | +17.0% | +84.8% | +87.2% |
| All | +248.2% | +17.3% | +230.9% | +232.2% |
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 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