+322.0%
CDW vs IONS
-29.6%
+351.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +2.6% | -29.4% | +32.0% | +7.2% |
| 30D | +20.4% | -35.1% | +55.5% | +27.5% |
| 3M | +28.5% | -48.9% | +77.3% | +40.6% |
| 6M | +70.6% | -62.4% | +133.0% | +94.0% |
| YTD | +29.1% | -64.2% | +93.3% | +47.6% |
| 1Y | +23.8% | -60.9% | +84.7% | +39.2% |
| 3Y | -14.5% | -38.9% | +24.4% | -14.3% |
| 5Y | -1.6% | -15.6% | +14.0% | -10.7% |
| 10Y | +322.0% | -33.5% | +355.5% | +288.1% |
| All | +322.0% | -29.6% | +351.6% | +288.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling