-25.9%
CCJ vs IONS
-44.5%
+18.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -14.5% | -10.6% | -3.9% | -12.2% |
| 30D | -18.1% | -7.7% | -10.4% | -16.5% |
| 3M | -23.0% | -27.1% | +4.1% | -17.7% |
| 6M | -39.4% | -46.8% | +7.4% | -34.3% |
| YTD | -21.7% | -49.2% | +27.6% | -12.8% |
| 1Y | -25.9% | -44.9% | +19.0% | -19.6% |
| All | -25.9% | -44.5% | +18.6% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling