+35.1%
CLS vs IONS
-7.3%
+42.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.4% | +8.0% | +5.8% |
| 7D | +12.8% | -5.3% | +18.1% | +13.0% |
| 30D | +3.8% | +0.3% | +3.6% | +3.3% |
| 3M | -14.6% | -22.9% | +8.3% | -14.4% |
| 6M | +32.2% | -23.4% | +55.6% | +32.1% |
| YTD | +11.6% | -28.3% | +39.9% | +13.8% |
| 1Y | +35.1% | -7.0% | +42.1% | +44.6% |
| All | +35.1% | -7.3% | +42.4% | +44.6% |
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