+87.5%
CLF vs IONS
-29.6%
+117.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.3% | -29.4% | +31.8% | +11.1% |
| 30D | +1.9% | -35.1% | +37.1% | +13.2% |
| 3M | +5.9% | -48.9% | +54.8% | +25.2% |
| 6M | +16.9% | -62.4% | +79.3% | +48.5% |
| YTD | -1.1% | -64.2% | +63.1% | +27.5% |
| 1Y | +28.8% | -60.9% | +89.7% | +61.8% |
| 3Y | -20.6% | -38.9% | +18.3% | -17.0% |
| 5Y | -41.5% | -15.6% | -25.9% | -47.0% |
| 10Y | +87.5% | -33.5% | +121.0% | +79.8% |
| All | +87.5% | -29.6% | +117.1% | +79.8% |
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