+157.0%
CCJ vs IONS
+17.1%
+139.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.0% |
| 7D | -7.3% | -9.4% | +2.1% | -5.2% |
| 30D | -20.0% | -10.7% | -9.2% | -17.9% |
| 3M | -23.8% | -27.7% | +3.8% | -18.4% |
| 6M | -42.4% | -48.7% | +6.3% | -34.6% |
| YTD | -22.1% | -50.2% | +28.1% | -10.9% |
| 1Y | -20.8% | -46.8% | +26.0% | -10.9% |
| 3Y | +75.7% | -14.8% | +90.6% | +68.8% |
| All | +157.0% | +17.1% | +139.9% | +109.2% |
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