+37.6%
CL vs IONS
-16.4%
+54.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.2% |
| 7D | +1.3% | -9.4% | +10.8% | +1.7% |
| 30D | +11.4% | -10.7% | +22.1% | +11.8% |
| 3M | +4.4% | -27.7% | +32.1% | +5.7% |
| 6M | +10.8% | -48.7% | +59.5% | +13.7% |
| YTD | +25.1% | -50.2% | +75.3% | +28.4% |
| 1Y | +28.0% | -46.8% | +74.8% | +31.0% |
| 3Y | +37.6% | -14.8% | +52.5% | +39.8% |
| All | +37.6% | -16.4% | +54.0% | +39.8% |
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