+74.9%
CB vs IONS
-17.7%
+92.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.7% |
| 7D | +2.6% | -12.6% | +15.2% | +2.7% |
| 30D | +11.2% | -11.8% | +23.0% | +11.3% |
| 3M | +5.7% | -28.4% | +34.1% | +6.0% |
| 6M | +15.9% | -48.4% | +64.4% | +16.8% |
| YTD | +20.2% | -51.0% | +71.1% | +21.2% |
| 1Y | +32.4% | -48.0% | +80.4% | +33.5% |
| All | +74.9% | -17.7% | +92.6% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling