+280.5%
CG vs IONS
+386.7%
-106.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.9% |
| 7D | -1.2% | -9.4% | +8.2% | +0.3% |
| 30D | +5.0% | -10.7% | +15.8% | +6.7% |
| 3M | -18.2% | -27.7% | +9.5% | -14.4% |
| 6M | -20.7% | -48.7% | +28.0% | -13.4% |
| YTD | -31.4% | -50.2% | +18.8% | -24.9% |
| 1Y | -22.3% | -46.8% | +24.6% | -15.8% |
| 3Y | +50.2% | -14.8% | +65.0% | +47.0% |
| 5Y | -22.1% | +17.0% | -39.1% | -28.3% |
| 10Y | +295.5% | +45.3% | +250.2% | +247.2% |
| All | +280.5% | +386.7% | -106.2% | +232.2% |
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 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