-23.4%
CLF vs IONS
-36.9%
+13.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -4.6% |
| 7D | +10.4% | -26.3% | +36.7% | +16.6% |
| 30D | +0.6% | -31.9% | +32.5% | +8.5% |
| 3M | +4.1% | -48.0% | +52.1% | +20.0% |
| 6M | +15.1% | -62.6% | +77.7% | +42.1% |
| YTD | -4.7% | -63.3% | +58.5% | +18.3% |
| 1Y | +20.4% | -58.4% | +78.8% | +44.4% |
| 3Y | -23.4% | -38.2% | +14.8% | -28.1% |
| All | -23.4% | -36.9% | +13.5% | -28.1% |
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