+518.7%
CBOE vs IONS
-32.1%
+550.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +1.4% |
| 7D | +6.3% | -26.3% | +32.6% | +8.0% |
| 30D | +24.9% | -31.9% | +56.9% | +27.5% |
| 3M | +28.5% | -48.0% | +76.4% | +33.3% |
| 6M | +2.9% | -62.6% | +65.4% | +8.8% |
| YTD | +50.7% | -63.3% | +113.9% | +59.3% |
| 1Y | +45.5% | -58.4% | +103.9% | +52.4% |
| 3Y | +116.3% | -38.2% | +154.6% | +116.7% |
| 5Y | +204.3% | -11.1% | +215.4% | +187.2% |
| All | +518.7% | -32.1% | +550.8% | +497.2% |
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