+41.3%
CL vs IONS
-11.1%
+52.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -21.4% | +22.8% | +2.0% |
| 7D | +0.5% | -24.8% | +25.4% | +1.2% |
| 30D | +11.6% | -31.5% | +43.1% | +12.7% |
| 3M | +5.6% | -45.2% | +50.8% | +7.4% |
| 6M | +13.2% | -59.1% | +72.2% | +16.1% |
| YTD | +26.9% | -60.8% | +87.7% | +30.3% |
| 1Y | +27.3% | -57.9% | +85.2% | +30.5% |
| 3Y | +39.7% | -34.5% | +74.2% | +40.8% |
| 5Y | +41.3% | -8.8% | +50.1% | +45.5% |
| All | +41.3% | -11.1% | +52.5% | +45.5% |
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