+12.0%
CI vs IONS
-61.6%
+73.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.5% |
| 7D | -1.7% | -29.6% | +27.9% | -0.1% |
| 30D | +4.9% | -35.6% | +40.4% | +7.3% |
| 3M | +7.4% | -51.7% | +59.1% | +11.9% |
| 6M | +0.4% | -64.0% | +64.4% | +5.2% |
| YTD | +9.5% | -65.5% | +74.9% | +14.1% |
| 1Y | +12.0% | -62.4% | +74.4% | +14.4% |
| All | +12.0% | -61.6% | +73.6% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling