-29.5%
CIFR vs IONS
+17.1%
-46.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.6% | +16.3% | +17.3% |
| 7D | -10.2% | -9.4% | -0.8% | -6.3% |
| 30D | -55.0% | -10.7% | -44.3% | -52.7% |
| 3M | -64.1% | -27.7% | -36.4% | -59.5% |
| 6M | -70.1% | -48.7% | -21.4% | -62.5% |
| YTD | -55.7% | -50.2% | -5.5% | -43.7% |
| 1Y | -69.9% | -46.8% | -23.1% | -62.7% |
| 3Y | +68.7% | -14.8% | +83.5% | +62.6% |
| All | -29.5% | +17.1% | -46.6% | -42.4% |
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