+73.1%
CME vs IONS
-11.8%
+84.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.7% |
| 7D | +3.9% | -26.3% | +30.2% | +4.5% |
| 30D | +11.3% | -31.9% | +43.3% | +12.1% |
| 3M | +19.6% | -48.0% | +67.5% | +21.0% |
| 6M | +8.1% | -62.6% | +70.6% | +10.2% |
| YTD | +20.4% | -63.3% | +83.7% | +22.8% |
| 1Y | +16.5% | -58.4% | +74.9% | +18.5% |
| 3Y | +66.4% | -38.2% | +104.7% | +67.8% |
| All | +73.1% | -11.8% | +84.9% | +69.4% |
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