+26.7%
CFG vs IONS
-61.6%
+88.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | +1.6% | -29.6% | +31.2% | +2.6% |
| 30D | +3.3% | -35.6% | +38.8% | +4.9% |
| 3M | -11.5% | -51.7% | +40.1% | -8.4% |
| 6M | +6.2% | -64.0% | +70.2% | +10.0% |
| YTD | +14.3% | -65.5% | +79.7% | +18.9% |
| 1Y | +26.7% | -62.4% | +89.2% | +29.6% |
| All | +26.7% | -61.6% | +88.4% | +29.6% |
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