+316.4%
CFG vs IONS
-3.1%
+319.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -0.9% | -9.4% | +8.5% | +0.7% |
| 30D | +1.1% | -10.7% | +11.8% | +2.8% |
| 3M | -12.0% | -27.7% | +15.7% | -7.7% |
| 6M | -2.2% | -48.7% | +46.5% | +7.4% |
| YTD | +11.4% | -50.2% | +61.6% | +22.8% |
| 1Y | +27.8% | -46.8% | +74.6% | +39.2% |
| 3Y | +173.3% | -14.8% | +188.1% | +166.4% |
| 5Y | +62.4% | +17.0% | +45.4% | +46.4% |
| 10Y | +249.6% | +45.3% | +204.3% | +201.6% |
| All | +316.4% | -3.1% | +319.5% | +262.1% |
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 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