+3,607.0%
CHRW vs IONS
+119.0%
+3,488.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | +0.6% | -9.4% | +10.0% | +1.6% |
| 30D | -7.3% | -10.7% | +3.4% | -6.3% |
| 3M | -14.2% | -27.7% | +13.5% | -11.5% |
| 6M | -25.1% | -48.7% | +23.6% | -20.4% |
| YTD | -21.2% | -50.2% | +29.0% | -16.1% |
| 1Y | -14.2% | -46.8% | +32.6% | -9.3% |
| 3Y | +63.5% | -14.8% | +78.4% | +61.6% |
| 5Y | +49.6% | +17.0% | +32.6% | +40.5% |
| 10Y | +129.4% | +45.3% | +84.1% | +99.6% |
| All | +3,607.0% | +119.0% | +3,488.0% | +2,051.4% |
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 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