+320.3%
CFG vs IONS
-4.6%
+324.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.2% | -2.6% |
| 7D | -2.2% | -12.6% | +10.4% | -0.1% |
| 30D | +0.4% | -11.8% | +12.2% | +2.3% |
| 3M | -12.6% | -28.4% | +15.8% | -8.1% |
| 6M | +0.6% | -48.4% | +49.1% | +10.4% |
| YTD | +12.4% | -51.0% | +63.4% | +24.3% |
| 1Y | +27.7% | -48.0% | +75.7% | +39.6% |
| 3Y | +172.4% | -17.8% | +190.2% | +167.1% |
| 5Y | +64.0% | +15.2% | +48.8% | +48.2% |
| 10Y | +252.8% | +43.0% | +209.8% | +205.2% |
| All | +320.3% | -4.6% | +324.9% | +266.4% |
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