+169.3%
CHRW vs IONS
+88.4%
+80.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +1.9% |
| 7D | +1.9% | -5.3% | +7.2% | +2.4% |
| 30D | +0.9% | +0.3% | +0.7% | +0.8% |
| 3M | -19.9% | -22.9% | +3.0% | -18.4% |
| 6M | -15.8% | -23.4% | +7.6% | -14.2% |
| YTD | -5.6% | -28.3% | +22.7% | -3.2% |
| 1Y | +21.0% | -7.0% | +28.1% | +20.9% |
| 3Y | +86.0% | +37.6% | +48.4% | +75.5% |
| 5Y | +88.6% | +53.4% | +35.2% | +73.5% |
| 10Y | +169.3% | +83.9% | +85.4% | +136.3% |
| All | +169.3% | +88.4% | +80.9% | +136.3% |
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