+150.9%
CI vs IONS
-29.6%
+180.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.3% | -29.4% | +28.1% | +2.7% |
| 30D | +6.4% | -35.1% | +41.5% | +11.9% |
| 3M | +10.7% | -48.9% | +59.6% | +19.9% |
| 6M | +5.5% | -62.4% | +67.9% | +18.2% |
| YTD | +11.4% | -64.2% | +75.6% | +25.4% |
| 1Y | +15.0% | -60.9% | +75.9% | +27.9% |
| 3Y | +9.0% | -38.9% | +47.9% | +10.4% |
| 5Y | +52.0% | -15.6% | +67.5% | +40.4% |
| 10Y | +150.9% | -33.5% | +184.4% | +137.6% |
| All | +150.9% | -29.6% | +180.5% | +137.6% |
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