-2.5%
CLX vs IONS
+88.4%
-90.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -3.5% | -5.3% | +1.7% | -3.3% |
| 30D | -11.9% | +0.3% | -12.1% | -11.9% |
| 3M | -2.6% | -22.9% | +20.3% | -1.7% |
| 6M | -18.2% | -23.4% | +5.2% | -17.4% |
| YTD | -5.9% | -28.3% | +22.4% | -4.8% |
| 1Y | -23.8% | -7.0% | -16.8% | -23.7% |
| 3Y | -33.6% | +37.6% | -71.2% | -35.1% |
| 5Y | -35.7% | +53.4% | -89.1% | -37.8% |
| 10Y | -2.5% | +83.9% | -86.5% | -8.4% |
| All | -2.5% | +88.4% | -90.9% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling