+503.2%
CMI vs IONS
+87.6%
+415.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.6% |
| 7D | -0.7% | -6.7% | +6.0% | +0.2% |
| 30D | -12.4% | -4.1% | -8.3% | -12.0% |
| 3M | -14.8% | -26.6% | +11.8% | -12.0% |
| 6M | +0.8% | -27.5% | +28.3% | +4.2% |
| YTD | +10.2% | -31.5% | +41.7% | +14.8% |
| 1Y | +37.4% | -15.3% | +52.8% | +38.9% |
| 3Y | +153.3% | +31.3% | +122.0% | +134.2% |
| 5Y | +167.6% | +50.2% | +117.4% | +137.5% |
| All | +503.2% | +87.6% | +415.6% | +398.2% |
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 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