+341.4%
CG vs IONS
+88.4%
+252.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | -1.3% | -5.3% | +4.0% | -0.3% |
| 30D | -3.2% | +0.3% | -3.4% | -3.3% |
| 3M | +6.2% | -22.9% | +29.1% | +10.1% |
| 6M | -4.7% | -23.4% | +18.7% | -1.1% |
| YTD | -20.6% | -28.3% | +7.7% | -16.7% |
| 1Y | -26.4% | -7.0% | -19.3% | -27.0% |
| 3Y | +55.4% | +37.6% | +17.8% | +36.0% |
| 5Y | +9.8% | +53.4% | -43.6% | -8.1% |
| 10Y | +341.4% | +83.9% | +257.4% | +280.2% |
| All | +341.4% | +88.4% | +252.9% | +280.2% |
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