+10.1%
CME vs IONS
-7.3%
+17.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | -2.9% | -5.3% | +2.4% | -2.8% |
| 30D | +5.5% | +0.3% | +5.3% | +5.4% |
| 3M | +11.0% | -22.9% | +33.9% | +12.0% |
| 6M | -9.7% | -23.4% | +13.7% | -8.7% |
| YTD | +4.9% | -28.3% | +33.2% | +7.0% |
| 1Y | +10.1% | -7.0% | +17.1% | +12.3% |
| All | +10.1% | -7.3% | +17.4% | +12.3% |
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