+47.7%
CI vs IONS
+17.1%
+30.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.7% |
| 7D | -1.6% | -9.4% | +7.9% | -0.9% |
| 30D | +5.4% | -10.7% | +16.1% | +6.2% |
| 3M | +7.3% | -27.7% | +34.9% | +9.4% |
| 6M | +5.3% | -48.7% | +54.0% | +9.4% |
| YTD | +8.5% | -50.2% | +58.6% | +12.7% |
| 1Y | +17.1% | -46.8% | +63.9% | +21.2% |
| 3Y | +1.4% | -14.8% | +16.3% | +0.5% |
| All | +47.7% | +17.1% | +30.6% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling