+891.5%
CLS vs IONS
-40.7%
+932.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.6% | +8.2% | +5.1% |
| 7D | +23.5% | -29.6% | +53.1% | +29.4% |
| 30D | -28.9% | -35.6% | +6.6% | -24.2% |
| 3M | -25.2% | -51.7% | +26.5% | -16.4% |
| 6M | -32.1% | -64.0% | +31.9% | -20.9% |
| YTD | -14.1% | -65.5% | +51.4% | +0.9% |
| 1Y | -24.1% | -62.4% | +38.3% | -12.3% |
| All | +891.5% | -40.7% | +932.2% | +849.6% |
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 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