+1,438.7%
CIEN vs IONS
+88.4%
+1,350.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +6.8% |
| 7D | -5.3% | -5.3% | 0.0% | -4.2% |
| 30D | -17.2% | +0.3% | -17.5% | -17.3% |
| 3M | -26.9% | -22.9% | -4.0% | -24.2% |
| 6M | +16.0% | -23.4% | +39.4% | +20.1% |
| YTD | +45.9% | -28.3% | +74.2% | +53.3% |
| 1Y | +186.8% | -7.0% | +193.8% | +186.1% |
| 3Y | +607.8% | +37.6% | +570.2% | +525.9% |
| 5Y | +506.7% | +53.4% | +453.3% | +408.9% |
| 10Y | +1,438.7% | +83.9% | +1,354.8% | +1,052.5% |
| All | +1,438.7% | +88.4% | +1,350.3% | +1,052.5% |
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