+4,356.1%
CL vs IONS
+260.9%
+4,095.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +5.9% | -12.6% | +18.5% | +6.6% |
| 30D | +13.8% | -11.8% | +25.6% | +14.3% |
| 3M | +6.4% | -28.4% | +34.8% | +7.9% |
| 6M | +15.6% | -48.4% | +64.1% | +18.7% |
| YTD | +27.9% | -51.0% | +78.8% | +31.5% |
| 1Y | +31.4% | -48.0% | +79.4% | +34.7% |
| 3Y | +41.4% | -17.8% | +59.2% | +40.9% |
| 5Y | +42.8% | +15.2% | +27.6% | +39.0% |
| 10Y | +79.7% | +43.0% | +36.7% | +69.7% |
| All | +4,356.1% | +260.9% | +4,095.2% | +3,417.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling