+71.0%
CME vs IONS
+17.1%
+53.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | +0.9% | -9.4% | +10.3% | +1.1% |
| 30D | +13.2% | -10.7% | +23.9% | +13.4% |
| 3M | +16.3% | -27.7% | +43.9% | +17.0% |
| 6M | +7.1% | -48.7% | +55.8% | +8.6% |
| YTD | +15.8% | -50.2% | +66.0% | +17.5% |
| 1Y | +17.1% | -46.8% | +63.9% | +18.6% |
| 3Y | +63.2% | -14.8% | +78.0% | +63.4% |
| All | +71.0% | +17.1% | +53.9% | +68.9% |
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