+350.2%
CG vs IONS
+617.2%
-267.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -4.3% | -4.8% | +0.5% | -3.6% |
| 30D | -5.1% | +7.2% | -12.3% | -6.2% |
| 3M | +8.7% | -22.7% | +31.4% | +11.8% |
| 6M | -9.2% | -26.9% | +17.7% | -5.8% |
| YTD | -18.9% | -26.6% | +7.7% | -16.0% |
| 1Y | -25.6% | -2.1% | -23.5% | -26.6% |
| 3Y | +57.3% | +43.4% | +13.8% | +42.2% |
| 5Y | +10.2% | +47.0% | -36.8% | -2.3% |
| 10Y | +364.2% | +97.2% | +267.0% | +287.8% |
| All | +350.2% | +617.2% | -267.0% | +271.6% |
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