+79.1%
CME vs IONS
+47.7%
+31.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -4.8% | +3.3% | -1.5% |
| 30D | +6.2% | +7.2% | -1.0% | +6.0% |
| 3M | +10.4% | -22.7% | +33.1% | +11.0% |
| 6M | -9.5% | -26.9% | +17.4% | -8.9% |
| YTD | +6.0% | -26.6% | +32.6% | +6.7% |
| 1Y | +9.3% | -2.1% | +11.4% | +9.3% |
| 3Y | +57.7% | +43.4% | +14.2% | +54.8% |
| All | +79.1% | +47.7% | +31.4% | +73.3% |
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 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