+39.4%
CFG vs IONS
-7.3%
+46.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | +2.7% | -5.3% | +8.0% | +3.0% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | +9.5% | -22.9% | +32.4% | +9.2% |
| 6M | +22.2% | -23.4% | +45.7% | +21.9% |
| YTD | +22.3% | -28.3% | +50.6% | +23.1% |
| 1Y | +39.4% | -7.0% | +46.5% | +37.1% |
| All | +39.4% | -7.3% | +46.8% | +37.1% |
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