+319.1%
CFG vs IONS
+98.1%
+221.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | -4.8% | +6.4% | +2.5% |
| 30D | -3.8% | +7.2% | -11.0% | -5.2% |
| 3M | +11.5% | -22.7% | +34.2% | +15.6% |
| 6M | +19.2% | -26.9% | +46.1% | +24.8% |
| YTD | +23.7% | -26.6% | +50.3% | +29.2% |
| 1Y | +38.8% | -2.1% | +41.0% | +36.5% |
| 3Y | +178.9% | +43.4% | +135.5% | +143.1% |
| 5Y | +101.8% | +47.0% | +54.8% | +69.4% |
| All | +319.1% | +98.1% | +221.1% | +218.2% |
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