+167.0%
CMI vs IONS
+52.5%
+114.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.7% |
| 6M | +1.5% | -25.7% | +27.2% | +4.2% |
| YTD | +9.8% | -29.2% | +39.0% | +13.4% |
| 1Y | +42.6% | -13.0% | +55.6% | +43.4% |
| 3Y | +151.0% | +35.9% | +115.1% | +130.7% |
| 5Y | +167.0% | +54.5% | +112.5% | +140.0% |
| All | +167.0% | +52.5% | +114.5% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling