+358.9%
CBOE vs IONS
+87.6%
+271.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -2.1% |
| 7D | -5.8% | -6.7% | +0.9% | -5.4% |
| 30D | -3.1% | -4.1% | +1.0% | -2.9% |
| 3M | -4.8% | -26.6% | +21.8% | -3.1% |
| 6M | -0.6% | -27.5% | +27.0% | +1.2% |
| YTD | +12.8% | -31.5% | +44.3% | +15.2% |
| 1Y | +19.8% | -15.3% | +35.1% | +20.3% |
| 3Y | +86.9% | +31.3% | +55.7% | +77.6% |
| 5Y | +136.5% | +50.2% | +86.3% | +117.1% |
| All | +358.9% | +87.6% | +271.2% | +296.6% |
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 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