+1,056.2%
CBOE vs IONS
+508.3%
+548.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -3.6% | -4.8% | +1.2% | -3.3% |
| 30D | +5.1% | +7.2% | -2.1% | +4.4% |
| 3M | +4.6% | -22.7% | +27.3% | +6.2% |
| 6M | -0.3% | -26.9% | +26.6% | +1.7% |
| YTD | +19.8% | -26.6% | +46.3% | +21.9% |
| 1Y | +28.4% | -2.1% | +30.5% | +27.5% |
| 3Y | +104.1% | +43.4% | +60.7% | +92.3% |
| 5Y | +150.9% | +47.0% | +103.9% | +132.1% |
| 10Y | +393.5% | +97.2% | +296.3% | +327.6% |
| All | +1,056.2% | +508.3% | +548.0% | +616.3% |
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