+3,909.1%
CMG vs IONS
+454.6%
+3,454.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.6% |
| 7D | +2.5% | -26.3% | +28.7% | +6.3% |
| 30D | +15.6% | -31.9% | +47.5% | +21.2% |
| 3M | +8.2% | -48.0% | +56.2% | +17.8% |
| 6M | +9.9% | -62.6% | +72.4% | +24.1% |
| YTD | -4.6% | -63.3% | +58.6% | +7.9% |
| 1Y | +12.4% | -58.4% | +70.8% | +24.8% |
| 3Y | -18.0% | -38.2% | +20.3% | -16.8% |
| 5Y | -5.3% | -11.1% | +5.8% | -10.9% |
| 10Y | +344.2% | -31.7% | +376.0% | +307.5% |
| All | +3,909.1% | +454.6% | +3,454.5% | +1,961.2% |
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 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