+94.1%
CBOE vs IONS
+36.3%
+57.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.8% | -8.7% | +7.9% | -1.1% |
| 30D | +2.7% | -1.6% | +4.3% | +2.6% |
| 3M | +0.7% | -24.9% | +25.6% | 0.0% |
| 6M | -2.0% | -25.7% | +23.7% | -2.7% |
| YTD | +17.1% | -29.2% | +46.3% | +16.1% |
| 1Y | +26.5% | -13.0% | +39.5% | +26.6% |
| All | +94.1% | +36.3% | +57.9% | +98.2% |
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 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