+185.8%
CGNX vs IONS
+87.6%
+98.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +4.7% |
| 7D | +3.2% | -6.7% | +9.8% | +4.7% |
| 30D | +6.0% | -4.1% | +10.1% | +6.8% |
| 3M | +3.5% | -26.6% | +30.1% | +8.8% |
| 6M | +26.3% | -27.5% | +53.8% | +33.0% |
| YTD | +79.2% | -31.5% | +110.7% | +90.6% |
| 1Y | +43.8% | -15.3% | +59.1% | +45.0% |
| 3Y | +52.0% | +31.3% | +20.7% | +30.4% |
| 5Y | -24.0% | +50.2% | -74.3% | -39.5% |
| All | +185.8% | +87.6% | +98.2% | +108.1% |
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