+100.6%
CB vs IONS
-11.1%
+111.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -21.4% | +20.9% | +0.3% |
| 7D | -1.5% | -24.8% | +23.3% | -0.6% |
| 30D | +6.5% | -31.5% | +38.1% | +7.8% |
| 3M | +4.1% | -45.2% | +49.3% | +6.1% |
| 6M | +14.4% | -59.1% | +73.5% | +17.9% |
| YTD | +17.5% | -60.8% | +78.3% | +21.3% |
| 1Y | +27.5% | -57.9% | +85.4% | +31.2% |
| 3Y | +71.6% | -34.5% | +106.1% | +71.6% |
| 5Y | +100.6% | -8.8% | +109.4% | +97.6% |
| All | +100.6% | -11.1% | +111.8% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling