+116.1%
CMI vs IONS
-18.9%
+135.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.3% |
| 7D | +1.5% | -29.6% | +31.1% | +4.9% |
| 30D | -14.0% | -35.6% | +21.6% | -10.2% |
| 3M | -28.3% | -51.7% | +23.4% | -22.8% |
| 6M | -34.9% | -64.0% | +29.1% | -28.0% |
| YTD | -9.9% | -65.5% | +55.6% | +0.2% |
| 1Y | -3.6% | -62.4% | +58.8% | +6.1% |
| 3Y | +120.9% | -41.1% | +162.0% | +122.0% |
| 5Y | +116.1% | -16.5% | +132.5% | +109.3% |
| All | +116.1% | -18.9% | +135.0% | +109.3% |
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 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