-3.2%
CDW vs IONS
-18.9%
+15.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.1% |
| 7D | +9.1% | -29.6% | +38.7% | +11.8% |
| 30D | +13.7% | -35.6% | +49.3% | +17.6% |
| 3M | +27.0% | -51.7% | +78.7% | +34.7% |
| 6M | +75.9% | -64.0% | +139.9% | +90.9% |
| YTD | +28.9% | -65.5% | +94.4% | +40.3% |
| 1Y | +19.6% | -62.4% | +82.0% | +28.7% |
| 3Y | -14.6% | -41.1% | +26.5% | -16.5% |
| 5Y | -3.2% | -16.5% | +13.3% | -13.2% |
| All | -3.2% | -18.9% | +15.7% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling