+147.9%
CIEN vs IONS
+257.5%
-109.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | -4.8% | -10.3% | -14.1% |
| 30D | -21.5% | +7.2% | -28.7% | -22.8% |
| 3M | -40.1% | -22.7% | -17.4% | -37.3% |
| 6M | -6.6% | -26.9% | +20.3% | -1.1% |
| YTD | +37.3% | -26.6% | +63.8% | +45.1% |
| 1Y | +174.5% | -2.1% | +176.7% | +171.0% |
| 3Y | +562.3% | +43.4% | +518.8% | +471.3% |
| 5Y | +463.9% | +47.0% | +417.0% | +366.0% |
| 10Y | +1,302.4% | +97.2% | +1,205.2% | +866.3% |
| All | +147.9% | +257.5% | -109.6% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling