+4,100.0%
CMG vs IONS
+1,008.6%
+3,091.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.8% | -4.8% | +2.0% | -2.1% |
| 30D | +7.1% | +7.2% | -0.1% | +6.0% |
| 3M | +31.2% | -22.7% | +53.8% | +34.8% |
| 6M | +0.7% | -26.9% | +27.6% | +4.2% |
| YTD | -0.1% | -26.6% | +26.5% | +3.2% |
| 1Y | -10.7% | -2.1% | -8.6% | -11.9% |
| 3Y | -4.7% | +43.4% | -48.1% | -14.1% |
| 5Y | -3.8% | +47.0% | -50.7% | -15.2% |
| 10Y | +352.5% | +97.2% | +255.3% | +255.5% |
| All | +4,100.0% | +1,008.6% | +3,091.4% | +1,872.3% |
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