-22.6%
CLX vs IONS
-11.8%
-10.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +1.0% |
| 7D | +9.5% | -26.3% | +35.8% | +10.4% |
| 30D | +30.7% | -31.9% | +62.6% | +32.3% |
| 3M | +4.2% | -48.0% | +52.2% | +6.8% |
| 6M | +22.1% | -62.6% | +84.7% | +26.6% |
| YTD | +14.1% | -63.3% | +77.3% | +18.3% |
| 1Y | +10.3% | -58.4% | +68.7% | +13.9% |
| 3Y | -7.8% | -38.2% | +30.4% | -6.8% |
| All | -22.6% | -11.8% | -10.8% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling