+11.7%
CMI vs IONS
-44.5%
+56.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | -11.2% | -10.6% | -0.6% | -10.1% |
| 30D | -9.8% | -7.7% | -2.1% | -9.1% |
| 3M | -25.5% | -27.1% | +1.6% | -23.0% |
| 6M | -27.7% | -46.8% | +19.1% | -24.7% |
| YTD | -6.6% | -49.2% | +42.6% | -0.3% |
| 1Y | +11.7% | -44.9% | +56.6% | +19.3% |
| All | +11.7% | -44.5% | +56.2% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling