+6,781.2%
CME vs IONS
+643.8%
+6,137.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -4.8% | +3.3% | -1.0% |
| 30D | +6.2% | +7.2% | -1.0% | +5.1% |
| 3M | +10.4% | -22.7% | +33.1% | +13.4% |
| 6M | -9.5% | -26.9% | +17.4% | -6.5% |
| YTD | +6.0% | -26.6% | +32.6% | +9.4% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.1% |
| 3Y | +57.7% | +43.4% | +14.2% | +42.9% |
| 5Y | +77.7% | +47.0% | +30.7% | +56.1% |
| 10Y | +281.2% | +97.2% | +184.1% | +197.0% |
| All | +6,781.2% | +643.8% | +6,137.4% | +3,346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling