+271.0%
CG vs IONS
-36.2%
+307.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.6% |
| 7D | -1.5% | -29.6% | +28.1% | +4.4% |
| 30D | +5.7% | -35.6% | +41.3% | +14.0% |
| 3M | -17.9% | -51.7% | +33.8% | -6.4% |
| 6M | -20.2% | -64.0% | +43.8% | -4.7% |
| YTD | -32.0% | -65.5% | +33.5% | -18.3% |
| 1Y | -27.0% | -62.4% | +35.4% | -14.0% |
| 3Y | +42.8% | -41.1% | +83.9% | +45.9% |
| 5Y | -23.4% | -16.5% | -7.0% | -29.6% |
| All | +271.0% | -36.2% | +307.2% | +259.7% |
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