+49.3%
CI vs IONS
-18.9%
+68.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.5% |
| 7D | -1.7% | -29.6% | +27.9% | +0.2% |
| 30D | +4.9% | -35.6% | +40.4% | +7.5% |
| 3M | +7.4% | -51.7% | +59.1% | +12.0% |
| 6M | +0.4% | -64.0% | +64.4% | +6.3% |
| YTD | +9.5% | -65.5% | +74.9% | +16.1% |
| 1Y | +12.0% | -62.4% | +74.4% | +18.1% |
| 3Y | +7.1% | -41.1% | +48.2% | +8.3% |
| 5Y | +49.3% | -16.5% | +65.8% | +41.3% |
| All | +49.3% | -18.9% | +68.2% | +41.3% |
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