+74.6%
CLF vs IONS
-32.1%
+106.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.9% |
| 7D | +10.4% | -26.3% | +36.7% | +18.0% |
| 30D | +0.6% | -31.9% | +32.5% | +10.0% |
| 3M | +4.1% | -48.0% | +52.1% | +22.4% |
| 6M | +15.1% | -62.6% | +77.7% | +46.3% |
| YTD | -4.7% | -63.3% | +58.5% | +21.7% |
| 1Y | +20.4% | -58.4% | +78.8% | +48.3% |
| 3Y | -23.4% | -38.2% | +14.8% | -20.2% |
| 5Y | -43.3% | -11.1% | -32.2% | -49.4% |
| All | +74.6% | -32.1% | +106.7% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling