+83.5%
CLF vs IONS
-27.6%
+111.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.1% | +14.0% | +7.4% |
| 7D | -9.1% | -30.3% | +21.2% | -1.0% |
| 30D | -0.9% | -37.7% | +36.8% | +11.2% |
| 3M | +3.0% | -50.5% | +53.5% | +22.9% |
| 6M | +16.7% | -62.8% | +79.5% | +48.6% |
| YTD | -3.2% | -64.4% | +61.2% | +24.9% |
| 1Y | +24.6% | -59.5% | +84.1% | +54.7% |
| 3Y | -22.3% | -39.2% | +16.9% | -18.6% |
| 5Y | -41.2% | -15.3% | -25.9% | -46.7% |
| 10Y | +83.5% | -31.2% | +114.7% | +76.3% |
| All | +83.5% | -27.6% | +111.1% | +76.3% |
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