+1,146.8%
CIEN vs IONS
-32.1%
+1,178.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.4% | -11.0% | -5.7% |
| 7D | +15.3% | -26.3% | +41.5% | +20.6% |
| 30D | -22.0% | -31.9% | +10.0% | -16.8% |
| 3M | -36.6% | -48.0% | +11.3% | -29.0% |
| 6M | -51.5% | -62.6% | +11.1% | -42.9% |
| YTD | +20.0% | -63.3% | +83.2% | +41.7% |
| 1Y | +44.5% | -58.4% | +102.8% | +66.5% |
| 3Y | +539.0% | -38.2% | +577.3% | +555.1% |
| 5Y | +356.8% | -11.1% | +367.9% | +320.6% |
| All | +1,146.8% | -32.1% | +1,178.9% | +1,044.6% |
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