+149.3%
CBOE vs IONS
+52.5%
+96.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.8% | -8.7% | +7.9% | -0.7% |
| 30D | +2.7% | -1.6% | +4.3% | +2.7% |
| 3M | +0.7% | -24.9% | +25.6% | +1.0% |
| 6M | -2.0% | -25.7% | +23.7% | -1.7% |
| YTD | +17.1% | -29.2% | +46.3% | +17.5% |
| 1Y | +26.5% | -13.0% | +39.5% | +26.6% |
| 3Y | +96.1% | +35.9% | +60.2% | +93.3% |
| 5Y | +149.3% | +54.5% | +94.8% | +139.7% |
| All | +149.3% | +52.5% | +96.8% | +139.7% |
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