+133.6%
CCL vs IONS
-36.9%
+170.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -1.4% |
| 7D | -1.2% | -26.3% | +25.1% | +3.2% |
| 30D | +13.1% | -31.9% | +45.1% | +20.0% |
| 3M | +3.4% | -48.0% | +51.4% | +15.2% |
| 6M | +18.7% | -62.6% | +81.3% | +38.7% |
| YTD | -2.3% | -63.3% | +61.0% | +14.7% |
| 1Y | +14.2% | -58.4% | +72.6% | +30.7% |
| 3Y | +133.6% | -38.2% | +171.8% | +120.9% |
| All | +133.6% | -36.9% | +170.4% | +120.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling