+99.7%
CLF vs IONS
+17.3%
+82.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -19.6% | -9.4% | -10.2% | -17.1% |
| 30D | -5.0% | -10.7% | +5.8% | -1.7% |
| 3M | -6.3% | -27.7% | +21.4% | +2.6% |
| 6M | +2.8% | -48.7% | +51.5% | +22.6% |
| YTD | -13.7% | -50.2% | +36.5% | +3.8% |
| 1Y | +13.6% | -46.8% | +60.4% | +33.8% |
| 3Y | -34.0% | -14.8% | -19.1% | -36.1% |
| 5Y | -48.7% | +17.0% | -65.8% | -57.2% |
| All | +99.7% | +17.3% | +82.4% | +45.6% |
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