+1,354.8%
CBOE vs IONS
+204.3%
+1,150.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.6% | +1.3% |
| 7D | +6.3% | -26.3% | +32.6% | +8.4% |
| 30D | +24.9% | -31.9% | +56.9% | +28.1% |
| 3M | +28.5% | -48.0% | +76.4% | +34.3% |
| 6M | +2.9% | -62.6% | +65.4% | +9.9% |
| YTD | +50.7% | -63.3% | +113.9% | +61.0% |
| 1Y | +45.5% | -58.4% | +103.9% | +53.8% |
| 3Y | +116.3% | -38.2% | +154.6% | +117.4% |
| 5Y | +204.3% | -11.1% | +215.4% | +190.6% |
| 10Y | +526.3% | -31.7% | +558.0% | +490.6% |
| All | +1,354.8% | +204.3% | +1,150.5% | +845.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling