-22.5%
CCJ vs IONS
-59.8%
+37.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.1% | +5.7% | -1.8% |
| 7D | +0.4% | -30.3% | +30.7% | +5.9% |
| 30D | -17.2% | -37.7% | +20.5% | -10.3% |
| 3M | -25.1% | -50.5% | +25.4% | -14.9% |
| 6M | -37.6% | -62.8% | +25.2% | -28.5% |
| YTD | -20.4% | -64.4% | +44.0% | -6.1% |
| 1Y | -22.5% | -59.5% | +36.9% | -12.5% |
| All | -22.5% | -59.8% | +37.2% | -12.5% |
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