+4,266.9%
CHRW vs IONS
+222.7%
+4,044.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.4% | -4.8% | +3.4% | -0.9% |
| 30D | -3.5% | +7.2% | -10.7% | -4.2% |
| 3M | -19.4% | -22.7% | +3.3% | -17.7% |
| 6M | -21.4% | -26.9% | +5.5% | -19.3% |
| YTD | -7.1% | -26.6% | +19.4% | -4.8% |
| 1Y | +17.8% | -2.1% | +19.9% | +17.1% |
| 3Y | +78.8% | +43.4% | +35.3% | +67.5% |
| 5Y | +83.5% | +47.0% | +36.5% | +68.4% |
| 10Y | +160.2% | +97.2% | +63.1% | +119.5% |
| All | +4,266.9% | +222.7% | +4,044.2% | +2,340.5% |
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