-36.9%
CCI vs IONS
+17.1%
-54.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -0.1% | -9.4% | +9.3% | +0.7% |
| 30D | +28.4% | -10.7% | +39.1% | +29.6% |
| 3M | +20.0% | -27.7% | +47.6% | +22.9% |
| 6M | +0.8% | -48.7% | +49.5% | +5.8% |
| YTD | +3.6% | -50.2% | +53.8% | +8.9% |
| 1Y | +6.1% | -46.8% | +52.9% | +10.8% |
| 3Y | +7.2% | -14.8% | +22.0% | +5.1% |
| All | -36.9% | +17.1% | -54.0% | -41.8% |
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