+753.7%
CCJ vs IONS
-32.1%
+785.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.6% |
| 7D | -0.8% | -26.3% | +25.5% | +3.9% |
| 30D | -13.2% | -31.9% | +18.8% | -7.7% |
| 3M | -27.6% | -48.0% | +20.3% | -19.3% |
| 6M | -38.7% | -62.6% | +23.8% | -28.3% |
| YTD | -22.7% | -63.3% | +40.6% | -9.2% |
| 1Y | -17.6% | -58.4% | +40.8% | -5.4% |
| 3Y | +62.7% | -38.2% | +100.9% | +66.8% |
| 5Y | +159.7% | -11.1% | +170.8% | +143.7% |
| All | +753.7% | -32.1% | +785.8% | +742.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling