+463.1%
CIEN vs IONS
-16.4%
+479.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | -24.1% | -9.4% | -14.7% | -22.5% |
| 30D | -45.5% | -10.7% | -34.7% | -44.1% |
| 3M | -39.7% | -27.7% | -12.1% | -36.1% |
| 6M | -57.8% | -48.7% | -9.1% | -53.5% |
| YTD | +4.1% | -50.2% | +54.2% | +15.5% |
| 1Y | +20.8% | -46.8% | +67.6% | +32.4% |
| 3Y | +463.1% | -14.8% | +478.0% | +408.9% |
| All | +463.1% | -16.4% | +479.5% | +408.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling