+487.0%
CF vs IONS
-5.7%
+492.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -21.4% | +21.3% | +2.7% |
| 7D | -0.9% | -24.8% | +24.0% | +2.5% |
| 30D | +6.9% | -31.5% | +38.5% | +11.8% |
| 3M | +4.8% | -45.2% | +50.0% | +12.7% |
| 6M | +4.7% | -59.1% | +63.7% | +16.3% |
| YTD | +56.5% | -60.8% | +117.3% | +74.1% |
| 1Y | +48.4% | -57.9% | +106.3% | +63.1% |
| 3Y | +59.1% | -34.5% | +93.6% | +58.4% |
| 5Y | +109.5% | -8.8% | +118.4% | +90.2% |
| 10Y | +487.0% | -19.2% | +506.2% | +447.0% |
| All | +487.0% | -5.7% | +492.6% | +447.0% |
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