+237.0%
CFG vs IONS
-5.7%
+242.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.4% | +24.3% | +6.8% |
| 7D | +0.3% | -24.8% | +25.1% | +4.9% |
| 30D | +3.2% | -31.5% | +34.8% | +9.8% |
| 3M | -9.7% | -45.2% | +35.5% | -0.1% |
| 6M | +3.6% | -59.1% | +62.7% | +19.7% |
| YTD | +14.7% | -60.8% | +75.5% | +33.4% |
| 1Y | +29.6% | -57.9% | +87.4% | +48.3% |
| 3Y | +190.6% | -34.5% | +225.0% | +192.2% |
| 5Y | +67.1% | -8.8% | +75.9% | +51.1% |
| 10Y | +237.0% | -19.2% | +256.2% | +208.0% |
| All | +237.0% | -5.7% | +242.7% | +208.0% |
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