+136.0%
CMS vs IONS
-29.6%
+165.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -1.1% | -29.4% | +28.3% | +0.5% |
| 30D | +6.6% | -35.1% | +41.7% | +8.8% |
| 3M | +0.8% | -48.9% | +49.7% | +4.2% |
| 6M | -3.3% | -62.4% | +59.1% | +1.4% |
| YTD | +2.7% | -64.2% | +66.9% | +7.9% |
| 1Y | -4.0% | -60.9% | +56.9% | +0.3% |
| 3Y | +37.6% | -38.9% | +76.5% | +38.9% |
| 5Y | +35.4% | -15.6% | +51.0% | +32.3% |
| 10Y | +136.0% | -33.5% | +169.5% | +136.4% |
| All | +136.0% | -29.6% | +165.6% | +136.4% |
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