-35.3%
CLS vs IONS
-55.7%
+20.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -21.4% | +29.2% | +8.9% |
| 7D | -10.6% | -24.8% | +14.3% | -9.1% |
| 30D | -38.4% | -31.5% | -6.9% | -36.7% |
| 3M | -29.9% | -45.2% | +15.3% | -26.9% |
| 6M | -40.6% | -59.1% | +18.4% | -37.5% |
| YTD | -24.6% | -60.8% | +36.2% | -20.5% |
| All | -35.3% | -55.7% | +20.4% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling