+40.7%
CL vs IONS
-17.7%
+58.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +5.9% | -12.6% | +18.5% | +6.5% |
| 30D | +13.8% | -11.8% | +25.6% | +14.3% |
| 3M | +6.4% | -28.4% | +34.8% | +7.7% |
| 6M | +15.6% | -48.4% | +64.1% | +18.6% |
| YTD | +27.9% | -51.0% | +78.8% | +31.3% |
| 1Y | +31.4% | -48.0% | +79.4% | +34.7% |
| All | +40.7% | -17.7% | +58.4% | +43.0% |
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