+1,159.6%
CCJ vs IONS
+150.5%
+1,009.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -21.4% | +27.1% | +7.9% |
| 7D | +2.7% | -24.8% | +27.5% | +5.4% |
| 30D | -14.4% | -31.5% | +17.1% | -11.3% |
| 3M | -22.6% | -45.2% | +22.6% | -18.0% |
| 6M | -35.4% | -59.1% | +23.6% | -29.9% |
| YTD | -17.6% | -60.8% | +43.2% | -10.0% |
| 1Y | -18.1% | -57.9% | +39.7% | -11.3% |
| 3Y | +79.6% | -34.5% | +114.0% | +82.1% |
| 5Y | +175.3% | -8.8% | +184.1% | +168.2% |
| 10Y | +844.8% | -19.2% | +864.0% | +799.4% |
| All | +1,159.6% | +150.5% | +1,009.1% | +757.8% |
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