+51.0%
CIFR vs IONS
+47.7%
+3.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +16.9% | -4.8% | +21.8% | +18.7% |
| 30D | -5.2% | +7.2% | -12.4% | -8.3% |
| 3M | -30.6% | -22.7% | -7.9% | -26.5% |
| 6M | +10.6% | -26.9% | +37.5% | +20.0% |
| YTD | +20.2% | -26.6% | +46.8% | +29.8% |
| 1Y | +139.7% | -2.1% | +141.9% | +132.7% |
| 3Y | +489.4% | +43.4% | +445.9% | +377.1% |
| All | +51.0% | +47.7% | +3.2% | +9.5% |
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 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