+5,967.0%
CF vs IONS
+930.0%
+5,037.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +6.0% | -4.8% | +10.9% | +6.9% |
| 30D | +14.8% | +7.2% | +7.6% | +13.4% |
| 3M | +14.1% | -22.7% | +36.7% | +18.0% |
| 6M | +28.5% | -26.9% | +55.4% | +33.6% |
| YTD | +74.9% | -26.6% | +101.5% | +81.4% |
| 1Y | +61.7% | -2.1% | +63.8% | +58.8% |
| 3Y | +80.3% | +43.4% | +36.9% | +59.1% |
| 5Y | +226.0% | +47.0% | +179.0% | +177.3% |
| 10Y | +569.9% | +97.2% | +472.7% | +397.6% |
| All | +5,967.0% | +930.0% | +5,037.0% | +2,222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling