+115.8%
CF vs IONS
-16.3%
+132.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.1% | +11.6% | +3.1% |
| 7D | +4.8% | -30.3% | +35.0% | +6.9% |
| 30D | +9.7% | -37.7% | +47.4% | +12.8% |
| 3M | +1.2% | -50.5% | +51.7% | +5.6% |
| 6M | +7.4% | -62.8% | +70.1% | +14.2% |
| YTD | +60.5% | -64.4% | +124.9% | +70.9% |
| 1Y | +50.7% | -59.5% | +110.2% | +58.2% |
| 3Y | +64.8% | -39.2% | +104.0% | +62.3% |
| 5Y | +115.8% | -15.3% | +131.1% | +100.5% |
| All | +115.8% | -16.3% | +132.1% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling