+20.2%
CLF vs IONS
-44.5%
+64.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.0% |
| 7D | -7.9% | -10.6% | +2.7% | -5.5% |
| 30D | +5.2% | -7.7% | +12.9% | +7.1% |
| 3M | +4.3% | -27.1% | +31.4% | +12.1% |
| 6M | +25.3% | -46.8% | +72.1% | +39.1% |
| YTD | -3.3% | -49.2% | +45.9% | +11.4% |
| 1Y | +20.2% | -44.9% | +65.1% | +31.9% |
| All | +20.2% | -44.5% | +64.8% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling