+5.8%
CLF vs IONS
-48.8%
+54.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.4% | -8.9% | -11.7% |
| 7D | -21.0% | -12.6% | -8.4% | -19.4% |
| 30D | -8.0% | -11.8% | +3.8% | -6.4% |
| 3M | -10.9% | -28.4% | +17.5% | -6.6% |
| 6M | +5.8% | -48.4% | +54.3% | +12.2% |
| All | +5.8% | -48.8% | +54.7% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling