+868.9%
CCL vs IONS
+266.7%
+602.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +3.1% | -9.4% | +12.5% | +4.4% |
| 30D | +13.7% | -10.7% | +24.4% | +15.3% |
| 3M | +3.8% | -27.7% | +31.5% | +8.0% |
| 6M | +9.3% | -48.7% | +58.0% | +17.9% |
| YTD | -1.1% | -50.2% | +49.1% | +7.2% |
| 1Y | +14.6% | -46.8% | +61.4% | +23.1% |
| 3Y | +146.4% | -14.8% | +161.2% | +144.4% |
| 5Y | +21.9% | +17.0% | +4.8% | +16.0% |
| 10Y | -29.4% | +45.3% | -74.7% | -35.8% |
| All | +868.9% | +266.7% | +602.2% | +536.5% |
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 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