+322.0%
CMG vs IONS
+87.6%
+234.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | -2.1% | -6.7% | +4.6% | -1.2% |
| 30D | +10.9% | -4.1% | +15.0% | +11.5% |
| 3M | +15.8% | -26.6% | +42.4% | +19.5% |
| 6M | +6.9% | -27.5% | +34.5% | +10.4% |
| YTD | -2.2% | -31.5% | +29.3% | +1.7% |
| 1Y | -7.1% | -15.3% | +8.3% | -6.5% |
| 3Y | -7.1% | +31.3% | -38.4% | -15.4% |
| 5Y | -4.8% | +50.2% | -55.0% | -16.8% |
| All | +322.0% | +87.6% | +234.4% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling