-41.2%
CLF vs IONS
-16.3%
-24.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.1% | +14.0% | +7.0% |
| 7D | -9.1% | -30.3% | +21.2% | -2.1% |
| 30D | -0.9% | -37.7% | +36.8% | +9.7% |
| 3M | +3.0% | -50.5% | +53.5% | +20.6% |
| 6M | +16.7% | -62.8% | +79.5% | +44.9% |
| YTD | -3.2% | -64.4% | +61.2% | +21.7% |
| 1Y | +24.6% | -59.5% | +84.1% | +51.3% |
| 3Y | -22.3% | -39.2% | +16.9% | -20.8% |
| 5Y | -41.2% | -15.3% | -25.9% | -47.0% |
| All | -41.2% | -16.3% | -24.9% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling