+19.8%
CBOE vs IONS
-14.8%
+34.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.3% | -2.3% |
| 7D | -5.8% | -6.7% | +0.9% | -6.0% |
| 30D | -3.1% | -4.1% | +1.0% | -3.3% |
| 3M | -4.8% | -26.6% | +21.8% | -5.0% |
| 6M | -0.6% | -27.5% | +27.0% | -0.5% |
| YTD | +12.8% | -31.5% | +44.3% | +12.6% |
| 1Y | +19.8% | -15.3% | +35.1% | +18.9% |
| All | +19.8% | -14.8% | +34.6% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling