+138.1%
CMS vs IONS
-27.6%
+165.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.1% | +9.4% | +0.8% |
| 7D | +0.5% | -30.3% | +30.8% | +2.2% |
| 30D | +7.4% | -37.7% | +45.2% | +9.9% |
| 3M | +1.9% | -50.5% | +52.4% | +5.5% |
| 6M | -2.3% | -62.8% | +60.4% | +2.5% |
| YTD | +3.0% | -64.4% | +67.3% | +8.2% |
| 1Y | -2.8% | -59.5% | +56.7% | +1.4% |
| 3Y | +37.9% | -39.2% | +77.1% | +39.2% |
| 5Y | +34.0% | -15.3% | +49.3% | +30.8% |
| 10Y | +138.1% | -31.2% | +169.3% | +138.0% |
| All | +138.1% | -27.6% | +165.7% | +138.0% |
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 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