-5.7%
CMG vs IONS
+52.5%
-58.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -6.5% | -8.7% | +2.2% | -5.4% |
| 30D | +12.1% | -1.6% | +13.7% | +12.3% |
| 3M | +20.6% | -24.9% | +45.5% | +23.8% |
| 6M | +2.1% | -25.7% | +27.8% | +4.9% |
| YTD | -2.6% | -29.2% | +26.6% | +0.6% |
| 1Y | -8.7% | -13.0% | +4.3% | -8.7% |
| 3Y | -7.4% | +35.9% | -43.3% | -18.1% |
| 5Y | -5.7% | +54.5% | -60.2% | -25.2% |
| All | -5.7% | +52.5% | -58.2% | -25.2% |
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