+115.4%
CMS vs IONS
+96.6%
+18.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -4.8% | +5.2% | +0.6% |
| 30D | -3.6% | +7.2% | -10.8% | -4.0% |
| 3M | -1.9% | -22.7% | +20.8% | -0.9% |
| 6M | -11.0% | -26.9% | +15.9% | -9.8% |
| YTD | +0.2% | -26.6% | +26.8% | +1.4% |
| 1Y | -1.3% | -2.1% | +0.8% | -1.6% |
| 3Y | +35.9% | +43.4% | -7.5% | +31.4% |
| 5Y | +23.1% | +47.0% | -23.9% | +17.8% |
| All | +115.4% | +96.6% | +18.8% | +104.4% |
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