-26.9%
CLX vs IONS
+17.1%
-44.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +13.6% | -9.4% | +23.0% | +14.1% |
| 30D | +23.4% | -10.7% | +34.1% | +24.0% |
| 3M | -2.8% | -27.7% | +24.8% | -1.4% |
| 6M | +14.0% | -48.7% | +62.7% | +17.1% |
| YTD | +4.2% | -50.2% | +54.3% | +7.1% |
| 1Y | -1.2% | -46.8% | +45.6% | +1.4% |
| 3Y | -12.7% | -14.8% | +2.2% | -12.5% |
| All | -26.9% | +17.1% | -44.0% | -26.6% |
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 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