-7.6%
CLF vs IONS
-11.3%
+3.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.4% | -8.9% | -10.0% |
| 7D | -21.0% | -12.6% | -8.4% | -15.8% |
| 30D | -8.0% | -11.8% | +3.8% | -2.4% |
| All | -7.6% | -11.3% | +3.7% | -2.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling