+473.2%
CLF vs IONS
+260.9%
+212.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.4% | -8.9% | -11.7% |
| 7D | -21.0% | -12.6% | -8.4% | -19.3% |
| 30D | -8.0% | -11.8% | +3.8% | -6.2% |
| 3M | -10.9% | -28.4% | +17.5% | -6.6% |
| 6M | +5.8% | -48.4% | +54.3% | +15.7% |
| YTD | -15.1% | -51.0% | +35.8% | -6.5% |
| 1Y | +7.2% | -48.0% | +55.3% | +17.1% |
| 3Y | -34.2% | -17.8% | -16.4% | -34.1% |
| 5Y | -49.6% | +15.2% | -64.8% | -52.7% |
| 10Y | +109.9% | +43.0% | +66.9% | +86.5% |
| All | +473.2% | +260.9% | +212.3% | +282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling