-23.8%
CLX vs IONS
-7.3%
-16.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -3.5% | -5.3% | +1.7% | -3.0% |
| 30D | -11.9% | +0.3% | -12.1% | -11.9% |
| 3M | -2.6% | -22.9% | +20.3% | -1.3% |
| 6M | -18.2% | -23.4% | +5.2% | -16.9% |
| YTD | -5.9% | -28.3% | +22.4% | -3.6% |
| 1Y | -23.8% | -7.0% | -16.8% | -26.4% |
| All | -23.8% | -7.3% | -16.5% | -26.4% |
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 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