+568.0%
CF vs IONS
+17.3%
+550.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -3.2% | -9.4% | +6.2% | -1.9% |
| 30D | +4.3% | -10.7% | +15.1% | +5.8% |
| 3M | +2.8% | -27.7% | +30.5% | +7.1% |
| 6M | +0.6% | -48.7% | +49.3% | +9.4% |
| YTD | +56.6% | -50.2% | +106.8% | +70.1% |
| 1Y | +49.6% | -46.8% | +96.4% | +60.6% |
| 3Y | +61.5% | -14.8% | +76.3% | +55.5% |
| 5Y | +124.0% | +17.0% | +107.0% | +96.5% |
| All | +568.0% | +17.3% | +550.7% | +442.4% |
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