+47.0%
CF vs IONS
-55.7%
+102.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -21.4% | +21.3% | -1.8% |
| 7D | -0.9% | -24.8% | +24.0% | -3.0% |
| 30D | +6.9% | -31.5% | +38.5% | +3.8% |
| 3M | +4.8% | -45.2% | +50.0% | -0.5% |
| 6M | +4.7% | -59.1% | +63.7% | -0.3% |
| YTD | +56.5% | -60.8% | +117.3% | +49.1% |
| All | +47.0% | -55.7% | +102.7% | +37.6% |
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