-17.5%
CLF vs IONS
+43.7%
-61.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | -4.8% | +12.4% | +8.9% |
| 30D | -1.2% | +7.2% | -8.4% | -3.0% |
| 3M | -13.4% | -22.7% | +9.3% | -9.2% |
| 6M | +15.4% | -26.9% | +42.3% | +22.7% |
| YTD | -5.9% | -26.6% | +20.7% | 0.0% |
| 1Y | +18.8% | -2.1% | +20.9% | +17.4% |
| All | -17.5% | +43.7% | -61.3% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling