+82.2%
CHRW vs IONS
-36.9%
+119.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | -0.4% |
| 7D | +7.3% | -26.3% | +33.6% | +9.5% |
| 30D | -3.6% | -31.9% | +28.4% | -0.9% |
| 3M | -9.6% | -48.0% | +38.4% | -4.8% |
| 6M | -17.0% | -62.6% | +45.5% | -10.1% |
| YTD | -15.4% | -63.3% | +47.8% | -8.3% |
| 1Y | -10.0% | -58.4% | +48.4% | -3.9% |
| 3Y | +82.2% | -38.2% | +120.4% | +79.4% |
| All | +82.2% | -36.9% | +119.0% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling