+732.7%
CLS vs IONS
-16.4%
+749.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -22.2% | -9.4% | -12.7% | -20.6% |
| 30D | -44.4% | -10.7% | -33.6% | -43.1% |
| 3M | -34.3% | -27.7% | -6.6% | -30.7% |
| 6M | -50.1% | -48.7% | -1.4% | -44.5% |
| YTD | -30.1% | -50.2% | +20.1% | -21.9% |
| 1Y | -39.3% | -46.8% | +7.5% | -33.2% |
| 3Y | +732.7% | -14.8% | +747.6% | +660.9% |
| All | +732.7% | -16.4% | +749.1% | +660.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling