+61.7%
CF vs IONS
-2.1%
+63.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +6.0% | -4.8% | +10.9% | +5.6% |
| 30D | +14.8% | +7.2% | +7.6% | +15.6% |
| 3M | +14.1% | -22.7% | +36.7% | +14.7% |
| 6M | +28.5% | -26.9% | +55.4% | +29.6% |
| YTD | +74.9% | -26.6% | +101.5% | +75.9% |
| 1Y | +61.7% | -2.1% | +63.8% | +48.6% |
| All | +61.7% | -2.1% | +63.8% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling