+1,583.6%
CCJ vs IONS
+369.4%
+1,214.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | -4.8% | +5.6% | +1.2% |
| 30D | +6.9% | +7.2% | -0.3% | +6.1% |
| 3M | -11.6% | -22.7% | +11.0% | -9.7% |
| 6M | -16.2% | -26.9% | +10.7% | -13.9% |
| YTD | +10.1% | -26.6% | +36.7% | +13.1% |
| 1Y | +32.3% | -2.1% | +34.4% | +31.6% |
| 3Y | +171.3% | +43.4% | +127.9% | +154.1% |
| 5Y | +372.4% | +47.0% | +325.4% | +337.8% |
| 10Y | +1,070.0% | +97.2% | +972.9% | +917.8% |
| All | +1,583.6% | +369.4% | +1,214.2% | +978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling