-21.5%
CG vs IONS
-11.8%
-9.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -0.1% |
| 7D | +0.2% | -26.3% | +26.5% | +4.7% |
| 30D | +11.2% | -31.9% | +43.1% | +17.9% |
| 3M | -22.1% | -48.0% | +25.9% | -13.2% |
| 6M | -17.9% | -62.6% | +44.6% | -3.8% |
| YTD | -31.3% | -63.3% | +32.0% | -19.4% |
| 1Y | -24.0% | -58.4% | +34.4% | -13.4% |
| 3Y | +45.0% | -38.2% | +83.2% | +43.0% |
| All | -21.5% | -11.8% | -9.6% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling