+187.4%
CEG vs IONS
+43.7%
+143.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +8.0% | -4.8% | +12.9% | +8.3% |
| 30D | +12.9% | +7.2% | +5.7% | +12.6% |
| 3M | +13.2% | -22.7% | +35.8% | +13.8% |
| 6M | -7.0% | -26.9% | +19.9% | -6.2% |
| YTD | -15.0% | -26.6% | +11.6% | -14.4% |
| 1Y | -2.7% | -2.1% | -0.6% | -4.1% |
| All | +187.4% | +43.7% | +143.7% | +164.3% |
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