+152.4%
CMI vs IONS
+36.3%
+116.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.7% | -8.7% | +9.4% | +1.8% |
| 30D | -12.3% | -1.6% | -10.7% | -12.2% |
| 3M | -16.8% | -24.9% | +8.1% | -14.8% |
| 6M | +1.5% | -25.7% | +27.2% | +4.1% |
| YTD | +9.8% | -29.2% | +39.0% | +13.3% |
| 1Y | +42.6% | -13.0% | +55.6% | +43.3% |
| All | +152.4% | +36.3% | +116.1% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling