+305.9%
CG vs IONS
-27.6%
+333.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.1% | +7.6% | +0.3% |
| 7D | +2.0% | -30.3% | +32.2% | +8.3% |
| 30D | +8.5% | -37.7% | +46.3% | +17.9% |
| 3M | -12.1% | -50.5% | +38.4% | -0.3% |
| 6M | -16.4% | -62.8% | +46.3% | -0.9% |
| YTD | -28.0% | -64.4% | +36.4% | -14.0% |
| 1Y | -18.9% | -59.5% | +40.6% | -5.9% |
| 3Y | +51.2% | -39.2% | +90.4% | +53.6% |
| 5Y | -15.9% | -15.3% | -0.5% | -22.8% |
| 10Y | +305.9% | -31.2% | +337.1% | +289.8% |
| All | +305.9% | -27.6% | +333.5% | +289.8% |
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